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

DOI10.1239/jap/1197908812zbMath1134.60322OpenAlexW2027348105MaRDI QIDQ5448740

Wen Sheng Wang, Shi-jie Wang

Publication date: 7 March 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1197908812

zbMATH Keywords

large deviationsums of random variablesconsistently varying tailloss process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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