Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions

DOI10.1080/03610926.2011.581186zbMath1315.60035OpenAlexW2088704673MaRDI QIDQ2890096

Dimitrios G. Konstantinides, Fotis Loukissas

Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.581186

zbMATH Keywords

negatively associatedprecise large deviationslong tailssubexponetial tails

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Renewal theory (60K05)

Related Items (3)

Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model ⋮ Precise large deviations for the aggregate claims in a dependent compound renewal risk model ⋮ Asymptotic bounds for precise large deviations in a compound risk model under dependence structures

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