Extended precise large deviations of random sums in the presence of END structure and consistent variation (Q410971)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Extended precise large deviations of random sums in the presence of END structure and consistent variation |
scientific article |
Statements
Extended precise large deviations of random sums in the presence of END structure and consistent variation (English)
0 references
4 April 2012
0 references
Summary: The study of precise large deviations of random sums is an important topic in insurance and finance. In this paper, extended precise large deviations of random sums in the presence of an extended negatively de- pendent (END) structure and consistent variation are investigated. The obtained results extend those of \textit{Y. Chen} and \textit{W. Zhang} [Stat. Probab. Lett. 77, No. 5, 530--538 (2007; Zbl 1117.60025)] and \textit{Y. Chen, A. Chen} and \textit{K. W. Ng} [J. Appl. Probab. 47, No. 4, 908--922 (2010; Zbl 1213.60058)]. As an application, precise large deviations of the prospective-loss process of a quasirenewal model are considered.
0 references
precise large deviations of random sums
0 references
insurance
0 references
finance
0 references
prospective-loss process of a quasirenewal model
0 references
0 references
0 references
0 references
0 references