Precise large deviations for random sums of END real-valued random variables with consistent variation
type: Item
instance of: scholarly article
title: Precise large deviations for random sums of END real-valued random variables with consistent variation
zbMATH Open document ID: 1263.60022
published in: Journal of Mathematical Analysis and Applications
publication date: 2013-04-22T00:00:00Z
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6156156
zbMATH Keywords: extended negatively dependent structure
zbMATH Keywords: random sum
zbMATH Keywords: precise large deviation
zbMATH Keywords: consistent variation
zbMATH Keywords: counting process
describes a project that uses: QRM
author: Shijie Wang
author: Xuejun Wang
MaRDI profile type: Publication
full work available at URL: j.jmaa.2013.02.002
OpenAlex ID: W2045080622
cites work: Precise large deviations of aggregate claims in a size-dependent renewal risk model
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cites work: Q5706744
cites work: Large deviations of heavy-tailed sums with applications in insurance
cites work: Precise large deviations for sums of random variables with consistently varying tails
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cites work: Large deviations for heavy-tailed random sums in compound renewal model
cites work: Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
cites work: Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
DOI: 10.1016/J.JMAA.2013.02.002
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description: scientific article; zbMATH DE number 6156156