Precise large deviation results for the total claim amount under subexponential claim sizes (Q935826): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.11.016
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@@ Property / cites work @@
+Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
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+Second order behaviour of ruin probabilities in the case of large claims
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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+Large deviations of heavy-tailed random sums with applications in insurance and finance
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+Large deviations of heavy-tailed sums with applications in insurance
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+Precise large deviations for sums of random variables with consistently varying tails
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+Large deviations for heavy-tailed random sums in compound renewal model
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