Tail asymptotic of Weibull-type risks
E. Hashorva, Z. Weng
TL;DR
This paper derives the tail behavior of the product of two dependent Weibull-type risks, providing insights relevant to statistical and applied probability contexts, and extends previous research in this area.
Contribution
It introduces new tail asymptotic results for dependent Weibull risks, expanding on prior work by Schlueter, Fischer, and Bose et al.
Findings
Derived explicit tail asymptotics for dependent Weibull risks
Extended previous results to broader dependency structures
Provides theoretical foundation for risk analysis involving Weibull distributions
Abstract
In this paper we derive the tail asymptotics of the product of two dependent Weibull-type risks, which is of interest in various statistical and applied probability problems. Our results extend some recent findings of Schlueter and Fischer (2012) and Bose et al. (2012).
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