Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585): Difference between revisions

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+https://doi.org/10.1080/03610926.2015.1010011
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+W2544210495
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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 large deviations of aggregate claims in a risk model with regression-type size-dependence
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+Precise large deviations of aggregate claims in a size-dependent renewal risk model
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+Precise large deviations of random sums in presence of negative dependence and consistent variation
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+Precise large deviations for dependent random variables with heavy tails
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+Large deviations of sums of independent random variables
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+Precise large deviations for random sums of END real-valued random variables with consistent variation
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+Precise large deviations for compound random sums in the presence of dependence structures
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