A contribution to large deviations for heavy-tailed random sums

DOI10.1007/BF02881880zbMath1015.60025OpenAlexW2010935363MaRDI QIDQ1609657

Tao Jiang, Chun Su, Qi-he Tang

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02881880

zbMATH Keywords

large deviationsheavy-tailed distributionrenewal processesrandom sumrisk model in insurance and finance

Mathematics Subject Classification ID

Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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Cites Work

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• Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
• Large deviations of sums of independent random variables