Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
From MaRDI portal
Publication:551794
zbMath1217.60022MaRDI QIDQ551794
Publication date: 21 July 2011
Published in: Science in China. Series A (Search for Journal in Brave)
Related Items (7)
Large deviations for the stochastic present value of aggregate claims in the renewal risk model ⋮ Precise large deviations of random sums in presence of negative dependence and consistent variation ⋮ Large deviations for sums of independent random variables with dominatingly varying tails ⋮ Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities ⋮ Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure ⋮ A property of the renewal counting process with application to the finite-time ruin probability ⋮ Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
This page was built for publication: Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails