Demonstrates results on convergence rates in m-ANA variables, implying significant advancements in financial risk estimation.
Under the almost optimal moment conditions, the general results on complete convergence and complete moment convergence for randomly weighted sums of m-asymptotic negatively associated (m-ANA, for short) random variables are established in this paper. The main results obtained extend and improve the corresponding ones in the literature. As an application, the strong law of large numbers for the randomly weighted estimation of conditional Value-at-Risk (CVaR, for short) is given.
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Wang et al. (2026) studied this question.
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