Precise large deviations for sums of random variables with consistently varying tails (Q4819438): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1239/jap/1077134670
+Normal rank
@@ Property / OpenAlex ID @@
+W1965951725
@@ Property / OpenAlex ID: W1965951725 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3924997
@@ Property / cites work: Q3924997 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Poisson Models and their Applications in Insurance and Finance
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
+Normal rank
@@ Property / cites work @@
+Intermediate Regular and Π Variation
@@ Property / cites work: Intermediate Regular and Π Variation / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+Measuring the impact of dependence between claims occurrences.
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability Inequalities for Sums of Independent Random Variables
+Normal rank
@@ Property / cites work @@
+Q4881149
@@ Property / cites work: Q4881149 / rank @@
+Normal rank
@@ Property / cites work @@
+Doubly stochastic Poisson processes
@@ Property / cites work: Doubly stochastic Poisson processes / rank @@
+Normal rank
@@ Property / cites work @@
+A contribution to the theory of large deviations for sums of independent random variables
+Normal rank
@@ Property / cites work @@
+On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
+Normal rank
@@ Property / cites work @@
+Q5572037
@@ Property / cites work: Q5572037 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic results for multiplexing subexponential on-off processes
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+On Convergence of Distributions of Compound Cox Processes to Stable Laws
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Extrema of Compound Cox Processes and Their Applications to Some Problems of Financial Mathematics
+Normal rank
@@ Property / cites work @@
+Q2719286
@@ Property / cites work: Q2719286 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed sums with applications in insurance
+Normal rank
@@ Property / cites work @@
+Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
+Normal rank
@@ Property / cites work @@
+Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
+Normal rank
@@ Property / cites work @@
+Q4046827
@@ Property / cites work: Q4046827 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of sums of independent random variables
+Normal rank
@@ Property / cites work @@
+Q4274887
@@ Property / cites work: Q4274887 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in perturbed risk models
@@ Property / cites work: Ruin probabilities in perturbed risk models / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison theorem on moment inequalities between negatively associated and independent random variables
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
+Normal rank
@@ Property / cites work @@
+Refined Large Deviation Limit Theorems
@@ Property / cites work: Refined Large Deviation Limit Theorems / rank @@
+Normal rank