Precise large deviations for sums of random variables with consistently varying tails
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Cited in
(only showing first 100 items - show all)- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Precise large deviations for dependent random variables with heavy tails
- Large deviation estimates involving deformed exponential functions
- Precise large deviations for long-tailed distributions
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
- Several properties of a nonstandard renewal counting process and their applications
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
- Precise large deviations for a customer-based individual risk model
- 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
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- Precise large deviation for the difference of two sums of random variables
- Large deviations for sum of UEND andφ-mixing random variables with heavy tails
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- Precise Large Deviations for the Actual Aggregate Loss Process
- Local precise large and moderate deviations for sums of independent random variables
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- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory
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- Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
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- scientific article; zbMATH DE number 6452665 (Why is no real title available?)
- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
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- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
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- Precise large deviation results for the total claim amount under subexponential claim sizes
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- Local precise large deviations for sums of random variables with O-regularly varying densities
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