Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory

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The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (2007, background): “Among them, Lemma 2.1 is a direct consequence of Lemmas 2.4 and 2.5 of Wang et al. [ 17 ].”
Approximation of the tail probability of randomly weighted sums and applications (2009, background): “The existing literature addressing this issue are [29,28], with the former discussing the maxima Mn for {X i , i ≥ 1} from the consistent variation class, and the latter on both the sums Sn and the maxima Mn for {X i , i ≥ 1} within the extended regular variation class.”
Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (2008, result): “As for other results for randomly weighted sums, please see Wang and Tang[19] and Wang et al.[18].”