Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models

DOI10.1239/jap/1197908812zbMath1134.60322OpenAlexW2027348105MaRDI QIDQ5448740

Wen Sheng Wang, Shi-jie Wang

Publication date: 7 March 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1197908812

zbMATH Keywords

large deviationsums of random variablesconsistently varying tailloss process

Mathematics Subject Classification ID

Related Items (31)

Precise large deviations for sums of random vectors with dependent components of consistently varying tails ⋮ Web renewal counting processes and their applications in insurance ⋮ Precise Large Deviations for the Actual Aggregate Loss Process ⋮ Precise large deviations for strong subexponential distributions and applications on a multi risk model ⋮ Precise deviations for Cox processes with a shot noise intensity ⋮ Uniform asymptotics for discounted aggregate claims in dependent multi-risk model ⋮ Several properties of a nonstandard renewal counting process and their applications ⋮ Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model ⋮ Extended precise large deviations of random sums in the presence of END structure and consistent variation ⋮ Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times ⋮ Precise large deviations for a customer-based individual risk model ⋮ Precise large deviations of random sums in presence of negative dependence and consistent variation ⋮ Precise large deviations for random sums of END real-valued random variables with consistent variation ⋮ Precise large deviations of aggregate claims in a risk model with regression-type size-dependence ⋮ Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model ⋮ Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model ⋮ Precise large deviations of aggregate claim amount in a dependent renewal risk model ⋮ Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails ⋮ Precise large deviations for the difference of two sums of END random variables with heavy tails ⋮ Precise large deviations of aggregate claims in a size-dependent renewal risk model ⋮ Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models ⋮ Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation ⋮ Precise large deviation for the difference of two sums of random variables ⋮ Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model ⋮ 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 sums of two-dimensional random vectors with dependent components of heavy tails ⋮ Asymptotic bounds for precise large deviations in a compound risk model under dependence structures ⋮ Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims ⋮ Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models ⋮ Precise large deviations of aggregate loss process in a risk model based on the policy entrance process

This page was built for publication: Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models