A contribution to large deviations for heavy-tailed random sums
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Cites work
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- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
Cited in
(21)- The application for local precise large deviation probability of random sums
- Some large deviation results for generalized compound binomial risk models
- The general principle for precise large deviations of heavy-tailed random sums
- Large deviation results for generalized compound negative binomial risk models
- On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
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- Local precise large deviation probability for random sums
- Large deviations inequality in the class of \(D\)
- A property of the renewal counting process with application to the finite-time ruin probability
- Large deviation estimates involving deformed exponential functions
- Large deviations of random sums of some heavy-tailed random variables
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model
- On strong large deviation results for lightly trimmed sums and some applications
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- 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
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- Large deviations for heavy-tailed random elements in convex cones
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- The bounds of large deviations probabilities
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
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