Precise local large deviations for heavy-tailed random sums with applications to risk models
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Publication:4583614
DOI10.1080/03461238.2017.1377106zbMath1416.91228arXiv1507.04150OpenAlexW2754693521MaRDI QIDQ4583614
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.04150
risk models\(O\)-regularly varying functionintermediate regularly varying functionheavy-tailed random sumsprecise local large deviations
Cites Work
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