Precise large deviations for long-tailed distributions
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Publication:1930534
DOI10.1007/s10959-011-0367-2zbMath1259.60031OpenAlexW2012874652MaRDI QIDQ1930534
Publication date: 11 January 2013
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-011-0367-2
Related Items (5)
Precise large deviations for strong subexponential distributions and applications on a multi risk model ⋮ Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times ⋮ Precise large deviations for random sums of END random variables with dominated variation ⋮ Precise large deviations for aggregate claims ⋮ Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
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