Precise large deviations for sums of random vectors with dependent components of consistently varying tails (Q2358377): Difference between revisions

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-.1007/s11464-017-0635-2
@@ Property / DOI: 10.1007/s11464-017-0635-2 / rank @@
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+Precise large deviation results for the total claim amount under subexponential claim sizes
+Normal rank
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+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
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+Subexponentiality of the product of independent random variables
+Normal rank
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
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+A large deviation result for aggregate claims with dependent claim occurrences
+Normal rank
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+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
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+Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
+Normal rank
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations for the prospective-loss process
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails
+Normal rank
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+Large deviations for heavy-tailed random sums in compound renewal model
+Normal rank
@@ Property / cites work @@
+Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
+Normal rank
@@ Property / cites work @@
+Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models
+Normal rank
@@ Property / DOI @@
+.1007/S11464-017-0635-2
@@ Property / DOI: 10.1007/S11464-017-0635-2 / rank @@
+Normal rank