Approximation of the tail probability of randomly weighted sums and applications

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Randomly weighted sums of subexponential random variables with application to capital allocation (2014, background): “See Shen et al. (2009), Zhang et al. (2009), Gao and Wang (2010), Chen et al. (2011), Yi et al. (2011), Fougères and Mercadier (2012), Hazra and Maulik (2012) and Olvera-Cravioto (2012), to name a few very recent ones.”
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (2010, background): “Note that the result of Resnick and Willekens (1991) has recently been extended in many ways by Goovaerts et al. (2005), Wang and Tang (2006), Zhang et al. (2009), and Chen and Yuen (2009).”
The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (2011, background): “In this direction, we refer the reader to Goovaerts et al. (2005), Tang (2006a), Zhang et al. (2009), Weng et al. (2009), and Yi et al. (2011), among many others.”
Asymptotics for Weighted Random Sums (2011, background): “The setting where the {Xi} are real-valued with right tail in the extended regular variation class was studied in [21] (N = n) and [22] (both N = n and N = ∞); in the latter the {Xi} are allowed to be generally dependent with no bivariate upper tail dependence.”