{"paper":{"title":"The Bivariate regular variation of randomly weighted sums revisited in the presence of interdependence","license":"http://creativecommons.org/licenses/by-sa/4.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Charalampos D. Passalidis, Dimitrios G. Konstantinides","submitted_at":"2025-06-22T04:20:19Z","abstract_excerpt":"We study the joint distribution of two randomly weighted sums. Inspired by the practical applications, we assume that the main random variables follow the non-standard bivariate regular variation, symbolically BRV , to put emphasis to the value of inhomogeneity of the risk distribution tails, while the random weights are weakly dependent with main random variables. Under some moment conditions on the random weights we show that the randomly weighted sums have BRV distribution with an analytic relation for the Radon measure, that captures the interdependence between the random weights and the m"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2506.17895","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2506.17895/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}