Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982): Difference between revisions

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+Precise large deviation results for the total claim amount under subexponential claim sizes
+Normal rank
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+Some concepts of negative dependence
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+Normal rank
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+Subexponentiality of the product of independent random variables
+Normal rank
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+Q4743586
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+Normal rank
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+Q4343010
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+Normal rank
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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 with applications in insurance and finance
+Normal rank
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+Some Concepts of Dependence
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+Normal rank
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+The general principle for precise large deviations of heavy-tailed random sums
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+Precise large deviations for negatively associated random variables with consistently varying tails
+Normal rank
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+Precise large deviations for dependent random variables with heavy tails
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+Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
+Normal rank
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+A note on the almost sure convergence of sums of negatively dependent random variables
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+Q5706744
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+Normal rank
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+Large deviations of heavy-tailed sums with applications in insurance
+Normal rank
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+Precise large deviations for the prospective-loss process
+Normal rank
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+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
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+Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
+Normal rank
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+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
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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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+Large deviations for heavy-tailed random sums in compound renewal model
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+Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
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