Large deviations for sums of independent random variables with dominatingly varying tails

DOI10.1007/s11766-007-0010-2zbMath1125.60025OpenAlexW1981419238MaRDI QIDQ2464002

Ying Zhang, Fan Chao Kong

Publication date: 7 December 2007

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-007-0010-2

zbMATH Keywords

large deviationheavy-taileddominated variation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Asymptotics of discounted aggregate claims for renewal risk model with risky investment

Cites Work

• Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
• A contribution to large deviations for heavy-tailed random sums
• A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails

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