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

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+Precise large deviation results for the total claim amount under subexponential claim sizes
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+Q4726487
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+Normal rank
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+Subexponentiality of the product of independent random variables
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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
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+Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
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+An introduction to copulas.
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+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 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
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+Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
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+Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models
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