Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
type: Item
instance of: scholarly article
title: Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
zbMATH Open document ID: 1246.91064
author: Dawei Lu
published in: Statistics \& Probability Letters
publication date: 2012-08-30T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 6074559
zbMATH Keywords: large deviation
zbMATH Keywords: long-tailed class
zbMATH Keywords: multi-risk model
MaRDI profile type: Publication
full work available at URL: j.spl.2012.03.020
OpenAlex ID: W2045906599
cites work: Large deviations of heavy-tailed random sums with applications in insurance and finance
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cites work: Q4046827
cites work: Large deviations of sums of independent random variables
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cites work: Large deviations for heavy-tailed random sums in compound renewal model
cites work: Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
DOI: 10.1016/J.SPL.2012.03.020
description: scientific article; zbMATH DE number 6074559