Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871): Difference between revisions

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+Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
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+Q4726487
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+Some concepts of negative dependence
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+Intermediate Regular and Π Variation
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+A property of longtailed distributions
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+A contribution to the theory of large deviations for sums of independent random variables
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+Large deviations of heavy-tailed random sums with applications in insurance and finance
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+A property of the renewal counting process with application to the finite-time ruin probability
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+Precise large deviations for dependent random variables with heavy tails
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+Precise large deviations for negatively associated random variables with consistently varying tails
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+Large deviations of heavy-tailed sums with applications in insurance
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+Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
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+Large deviations of sums of independent random variables
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+Precise large deviations for sums of 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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+Large deviations for heavy-tailed random sums in compound renewal 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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+Q3516643
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+Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
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+Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
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+Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
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+W2039900151
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