We investigate the tailed asymptotic behavior of the randomly weighted sums with increments with convolution-equivalent distributions. Our obtained result can be directly applied to a discrete-time insurance risk model with insurance and financial risks and derive the asymptotics for the finite-time probability of the above risk model.
"A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables." Abstr. Appl. Anal. 2013 (SI34) 1 - 4, 2013. https://doi.org/10.1155/2013/273217