Large deviations of heavy-tailed random sums in the risk models
From MaRDI portal
Recommendations
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- A contribution to large deviations for heavy-tailed random sums
- Precise large deviation results for heavy-tailed random sums and applications to risk theory
- scientific article; zbMATH DE number 5226437
- scientific article; zbMATH DE number 1932286
Cited in
(25)- Large deviation results for generalized compound negative binomial risk models
- Large deviations of heavy-tailed sums with applications in insurance
- A contribution to large deviations for heavy-tailed random sums
- Large deviations for sums of independent heavy-tailed random variables
- Heavy tails for an alternative stochastic perpetuity model
- The application for local precise large deviation probability of random sums
- Precise large deviation results for heavy-tailed random sums and applications to risk theory
- Some large deviation results for generalized compound binomial risk models
- Local precise large deviation probability for random sums
- Moderate deviations for negatively associated random sums of heavy tailed random variables
- Large deviations of random sums of some heavy-tailed random variables
- Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures
- Large deviations inequality in the class of \(D\)
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory
- Sample-path large deviations in credit risk
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- scientific article; zbMATH DE number 1918603 (Why is no real title available?)
- Precise local large deviations for heavy-tailed random sums with applications to risk models
- scientific article; zbMATH DE number 1932286 (Why is no real title available?)
- Law of large numbers, heavy-tailed distributions, and the recent financial crisis
- scientific article; zbMATH DE number 6263624 (Why is no real title available?)
- Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
- Large Deviations of Square Root Insensitive Random Sums
- High level quantile approximations of sums of risks
- Tails of random sums of a heavy-tailed number of light-tailed terms
This page was built for publication: Large deviations of heavy-tailed random sums in the risk models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1769490)
