Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments
From MaRDI portal
Publication:2876234
DOI10.1080/03610926.2013.851218zbMath1319.60055OpenAlexW2069177291MaRDI QIDQ2876234
Yang Yang, Jin-Guan Lin, Kai Yong Wang
Publication date: 18 August 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.851218
Related Items (1)
Cites Work
- Unnamed Item
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
- Uniform asymptotics of the finite-time ruin probability for all times
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Basic renewal theorems for random walks with widely dependent increments
- Tails of random sums of a heavy-tailed number of light-tailed terms
- Convolution equivalence and distributions of random sums
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
- Precise large deviations for dependent random variables with heavy tails
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
- Some concepts of negative dependence
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Compound sums and subexponentiality
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- A property of longtailed distributions
- Subexponential distributions and integrated tails
- Intermediate Regular and Π Variation
- Regular variation of the tail of a subordinated probability distribution
This page was built for publication: Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments
