Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
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Publication:882738
DOI10.1007/s10114-005-0745-8zbMath1114.60027OpenAlexW1971497969MaRDI QIDQ882738
Dong Ya Cheng, Kai Yong Wang, Yue-bao Wang
Publication date: 24 May 2007
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0745-8
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
Related Items (13)
Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims ⋮ Precise large deviations for dependent random variables with applications to the compound renewal risk model ⋮ The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation ⋮ Large deviations for random sums of differences between two sequences of random variables with applications to risk theory ⋮ Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model ⋮ Generalized moments of sums with heavy-tailed random summands ⋮ Asymptotic behavior of product of two heavy-tailed dependent random variables ⋮ 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 of aggregate claims with dominated variation in dependent multi-risk models ⋮ Precise large deviations for widely orthant dependent random variables with different distributions ⋮ Precise large deviations for widely orthant dependent random variables with dominatedly varying tails ⋮ Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
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