Precise large deviations for compound random sums in the presence of dependence structures

DOI10.1016/j.camwa.2012.04.003zbMath1268.60036OpenAlexW2014641284MaRDI QIDQ356108

Remigijus Leipus, Jonas Šiaulys, Yang Yang

Publication date: 25 July 2013

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.04.003

zbMATH Keywords

compound renewal risk modelcompound random sumsdominated variationextended negative dependenceprecise large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

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