Tail asymptotics of the \(n\)th convolution of super-exponential distributions

DOI10.1016/J.SPL.2005.08.023zbMath1090.60018OpenAlexW2068997600MaRDI QIDQ2493848

G. Sh. Tsitsiashvili, Alexander V. Nagaev

Publication date: 16 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.08.023

zbMATH Keywords

Laplace's methodAbel theoremconjugate density

Mathematics Subject Classification ID

Large deviations (60F10) Distribution theory (60E99)

Cites Work

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• Estimates for the probability of ruin with special emphasis on the possibility of large claims
• Large deviations for sums of lattice random variables under the Cramer conditions
• Large deviations of sums of independent random variables

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