The general principle for precise large deviations of heavy-tailed random sums

DOI10.1016/j.spl.2007.09.040zbMath1140.60313MaRDI QIDQ2483451

Jianxi Lin

Publication date: 28 April 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.040

zbMATH Keywords

random sums; heavy tail; consistently varying tail; precise large deviation

Mathematics Subject Classification ID

60F10: Large deviations

Related Items

Extended precise large deviations of random sums in the presence of END structure and consistent variation, Precise large deviations of random sums in presence of negative dependence and consistent variation, Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails, Precise large deviations of aggregate claims in a risk model with regression-type size-dependence, Precise large deviations of aggregate claims in a size-dependent renewal risk model, Precise large deviations of aggregate claim amount in a dependent renewal risk model

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