A contribution to large deviations for heavy-tailed random sums

DOI10.1007/BF02881880zbMATH Open1015.60025OpenAlexW2010935363MaRDI QIDQ1609657FDOQ1609657

Authors: Chun Su, Tao Jiang, Qihe Tang 

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02881880

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zbMATH Keywords

large deviationsrenewal processesrandom sumheavy-tailed distributionrisk model in insurance and finance

Mathematics Subject Classification ID

Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Cites Work

• Title not available (Why is that?)
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• A contribution to the theory of large deviations for sums of independent random variables
• On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
• Large deviations of sums of independent random variables
• Title not available (Why is that?)
• Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
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Cited In (21)

• Large deviations inequality in the class of \(D\)
• Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
• Title not available (Why is that?)
• Local precise large deviation probability for random sums
• Large deviation estimates involving deformed exponential functions
• Large deviations of random sums of some heavy-tailed random variables
• The application for local precise large deviation probability of random sums
• Large deviations for the stochastic present value of aggregate claims in the renewal risk model
• Large deviations for heavy-tailed random elements in convex cones
• A property of the renewal counting process with application to the finite-time ruin probability
• Large deviations of heavy-tailed random sums in the risk models
• On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
• The general principle for precise large deviations of heavy-tailed random sums
• Large deviations for sums of independent random variables with dominatingly varying tails
• Large deviation results for generalized compound negative binomial risk models
• The bounds of large deviations probabilities
• Some large deviation results for generalized compound binomial risk models
• Title not available (Why is that?)
• Large deviations for generalized compound Poisson risk models and its bankruptcy moments
• Finite time ruin probabilities and large deviations for generalized compound binomial risk models
• On strong large deviation results for lightly trimmed sums and some applications

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