Large deviation results for generalized compound negative binomial risk models (Q1036907): Difference between revisions

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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+Subexponentiality of the product of independent random variables
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+Finite time ruin probabilities and large deviations for generalized compound binomial risk models
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+Asymptotic results for multiplexing subexponential on-off processes
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+A large deviation result for aggregate claims with dependent claim occurrences
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+Large deviations of heavy-tailed random sums in the risk models
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+A contribution to large deviations for heavy-tailed random sums
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