Precise large deviations for strong subexponential distributions and applications on a multi risk model

DOI10.1080/03610926.2018.1508717OpenAlexW2898541224WikidataQ129035731 ScholiaQ129035731MaRDI QIDQ5077888

Fotios Loukissas

Publication date: 20 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1508717

zbMATH Keywords

large deviationsheavy tailsmulti-risk model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Statistics (62-XX) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (1)

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Cites Work

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