Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910): Difference between revisions

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+Some concepts of negative dependence
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+Large deviations for random sums of negatively dependent 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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+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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@@ Property / DOI @@
+.1007/S11464-013-0350-6
@@ Property / DOI: 10.1007/S11464-013-0350-6 / rank @@
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