Discounted payments theorems for large deviations

DOI10.15388/LMR.A.2016.06zbMath1506.60040OpenAlexW2989750827MaRDI QIDQ5040777

Aurelija Kasparavičiūtė, Dovilė Deltuvienė

Publication date: 18 October 2022

Published in: Lietuvos matematikos rinkinys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15388/lmr.a.2016.06

zbMATH Keywords

large deviationsnonuniform estimatecumulant methodthe sum of discounted payments

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

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• Theorems on large deviations for randomly indexed sum of weighted random variables
• Nonuniform estimates in the central limit theorem for dependent variables
• Non-life insurance mathematics. An introduction with the Poisson process
• The Discounted Large Deviation Principle for Autoregressive Processes
• The Discounted Central Limit Theorem and its Berry-Esseen Analogue

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