Large deviations for heavy-tailed random sums in compound renewal model
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Publication:5930655
DOI10.1016/S0167-7152(00)00231-5zbMath0977.60034OpenAlexW2171058930MaRDI QIDQ5930655
Jinsong Zhang, Chun Su, Qi-he Tang, Tao Jiang
Publication date: 4 January 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00231-5
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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Cites Work
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- Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
- Probability Inequalities for Sums of Independent Random Variables
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