Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156): Difference between revisions

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+https://doi.org/10.1007/s10986-011-9120-x
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+W2062181767
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+Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
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+Intermediate Regular and Π Variation
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+Tail asymptotics for the supremum of a random walk when the mean is not finite
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+Asymptotics of randomly stopped sums in the presence of heavy tails
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+A property of longtailed distributions
@@ Property / cites work: A property of longtailed distributions / rank @@
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+Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
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+Subexponential distributions and integrated tails
@@ Property / cites work: Subexponential distributions and integrated tails / rank @@
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+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
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+Maxima of Sums of Heavy-Tailed Random Variables
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+Q4327561
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+UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE  HORIZONS WITH SUBEXPONENTIAL 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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+Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
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+Publication:647156