Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
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Cites work
- Convolution equivalence and distributions of random sums
- Convolution equivalence and infinite divisibility
- Convolutions of Long-Tailed and Subexponential Distributions
- scientific article; zbMATH DE number 4030594 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Modeling teletraffic arrivals by a Poisson cluster process
- Precise large deviations for dependent random variables with heavy tails
- Subexponentiality and infinite divisibility
- Tail behavior of random sums of negatively associated increments
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Tails of random sums of a heavy-tailed number of light-tailed terms
- The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
- The strong law of large numbers for extended negatively dependent random variables
Cited in
(11)- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
- Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
- Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
- Precise local large deviations for heavy-tailed random sums with applications to risk models
- Tail probability of a random sum with a heavy-tailed random number and dependent summands
- Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables
- Tail behavior of random sums of negatively associated increments
- Asymptotics of randomly stopped sums in the presence of heavy tails
- L r convergence for arrays of rowwise m -extended negatively dependent random variables
- Tails of random sums of a heavy-tailed number of light-tailed terms
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