Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model

DOI10.1007/s10986-010-9094-0zbMath1283.60045OpenAlexW1989480678MaRDI QIDQ392706

Dimitrios G. Konstantinides, Fotis Loukissas

Publication date: 15 January 2014

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-010-9094-0

zbMATH Keywords

random sumsheavy tailsrenewal modelprecise large deviationscompound renewal model

Mathematics Subject Classification ID

Related Items (15)

Precise large deviations for strong subexponential distributions and applications on a multi risk model ⋮ Uniform asymptotics for discounted aggregate claims in dependent multi-risk model ⋮ Precise large deviations for compound random sums in the presence of dependence structures ⋮ Precise large deviations for long-tailed distributions ⋮ Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times ⋮ Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times ⋮ Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model ⋮ Precise large deviations of aggregate claims in a compound size-dependent renewal risk model ⋮ Precise large deviations for the difference of two sums of END random variables with heavy tails ⋮ Precise large deviations for random sums of END random variables with dominated variation ⋮ Large deviations for sum of UEND andφ-mixing random variables with heavy tails ⋮ Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails ⋮ Precise large deviations for aggregate claims ⋮ 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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