Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (Q2979978): Difference between revisions

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English	Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails	scientific article

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scholarly article

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title

Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails (English)

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Communications in Statistics - Theory and Methods

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publication date

27 April 2017

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zbMATH Keywords

dominatedly varying tail

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non-identical distributions

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precise large deviations

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widely upper orthant dependence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2015.1032424

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cites work

Some concepts of negative dependence

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Precise large deviations of random sums in presence of negative dependence and consistent variation

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Subexponentiality of the product of independent random variables

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Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables

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Large deviations of heavy-tailed random sums with applications in insurance and finance

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Precise large deviations for dependent random variables with heavy tails

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Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model

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Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model

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Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails

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Precise large deviations for sums of random variables with consistently varying tails

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Large deviations for sums of independent heavy-tailed random variables

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The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy 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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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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Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate

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Precise large deviations for widely orthant dependent random variables with dominatedly varying tails

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Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models

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Basic renewal theorems for random walks with widely dependent increments

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Uniform asymptotics of the finite-time ruin probability for all times

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Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails

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Precise large deviations for dependent random variables with applications to the compound renewal risk model

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Identifiers

zbMATH Open document ID

1360.60065

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DOI

10.1080/03610926.2015.1032424

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2979978

@@ Property / cites work @@
+Some concepts of negative dependence
@@ Property / cites work: Some concepts of negative dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations of random sums in presence of negative dependence and consistent variation
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model
+Normal rank
@@ Property / cites work @@
+Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
+Normal rank
@@ Property / cites work @@
+Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Large deviations for sums of independent heavy-tailed random variables
+Normal rank
@@ Property / cites work @@
+The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
+Normal rank
@@ Property / cites work @@
+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
+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 @@
+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
@@ Property / cites work @@
+Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
+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 @@
+Basic renewal theorems for random walks with widely dependent increments
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics of the finite-time ruin probability for all times
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with applications to the compound renewal risk model
+Normal rank