Large deviations for random sums of negatively dependent random variables with consistently varying tails
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Publication:886324
DOI10.1016/j.spl.2006.08.021zbMath1117.60025OpenAlexW2019470284MaRDI QIDQ886324
Publication date: 26 June 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.08.021
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Cites Work
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Some concepts of negative dependence
- Subexponentiality of the product of independent random variables
- Negative association of random variables, with applications
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Asymptotic results for multiplexing subexponential on-off processes
- Precise large deviations for sums of random variables with consistently varying tails
- Large deviations for heavy-tailed random sums in compound renewal model
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