Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails

DOI10.1016/J.SPL.2008.06.007zbMath1154.60316OpenAlexW1996672362MaRDI QIDQ958943

Zheng Yan Lin, Xin Mei Shen

Publication date: 10 December 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.06.007

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (8)

Precise large deviations for compound random sums in the presence of dependence structures ⋮ Extended precise large deviations of random sums in the presence of END structure and consistent variation ⋮ Precise large deviations for a customer-based individual risk model ⋮ Precise large deviations of random sums in presence of negative dependence and consistent variation ⋮ Precise large deviations of aggregate claim amount in a dependent renewal risk model ⋮ Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models ⋮ Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure ⋮ Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models

Cites Work

• Unnamed Item
• Unnamed Item
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• On the limiting behavior of randomly weighted partial sums
• Subexponentiality of the product of independent random variables
• Randomly weighted sums of subexponential random variables with application to ruin theory
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• Maxima of Sums of Heavy-Tailed Random Variables
• Precise large deviations for sums of random variables with consistently varying tails
• Some Concepts of Dependence
• Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights

This page was built for publication: Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails