Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables

Cites Work

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Precise large deviations of random sums in presence of negative dependence and consistent variation
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Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
Precise large deviations for dependent random variables with heavy tails
Subexponentiality of the product of independent random variables
Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
Precise large deviations for aggregate claims
Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models
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Precise large deviations for strong subexponential distributions and applications on a multi risk model
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Large deviations for heavy-tailed random sums in compound renewal model

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