Large deviations of heavy-tailed random sums in the risk models

zbMath1063.60030MaRDI QIDQ1769490

Fan Chao Kong

Publication date: 21 March 2005

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

large deviationrenewal counting processheavy-tailed distributionextreme value theoryrenewal risk model

Mathematics Subject Classification ID

Large deviations (60F10)

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