Precise large deviations for compound random sums in the presence of dependence structures (Q356108): Difference between revisions

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-Yang Yang
@@ Property / author: Yang Yang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.camwa.2012.04.003
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@@ Property / OpenAlex ID @@
+W2014641284
@@ Property / OpenAlex ID: W2014641284 / rank @@
+Normal rank
@@ Property / cites work @@
+Intermediate Regular and Π Variation
@@ Property / cites work: Intermediate Regular and Π Variation / rank @@
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@@ Property / cites work @@
+A property of longtailed distributions
@@ Property / cites work: A property of longtailed distributions / rank @@
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@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
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@@ Property / cites work @@
+Q4743586
@@ Property / cites work: Q4743586 / rank @@
+Normal rank
@@ Property / cites work @@
+Some concepts of negative dependence
@@ Property / cites work: Some concepts of negative dependence / rank @@
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@@ Property / cites work @@
+Large deviations of sums of independent random variables
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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
+Normal rank
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+Precise large deviations for negatively associated random variables with consistently varying tails
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+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
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+Precise large deviations for dependent random variables with applications to the compound renewal risk model
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+Large deviations of heavy-tailed random sums with applications in insurance and finance
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+Large deviations for heavy-tailed random sums in compound renewal model
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+Precise large deviations for the prospective-loss process
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+Precise large deviation results for the total claim amount under subexponential claim sizes
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+Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
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+Precise large deviations of random sums in presence of negative dependence and consistent variation
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+A property of the renewal counting process with application to the finite-time ruin probability
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+A large deviation result for aggregate claims with dependent claim occurrences
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+Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
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+Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
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