The general principle for precise large deviations of heavy-tailed random sums

DOI10.1016/J.SPL.2007.09.040zbMATH Open1140.60313OpenAlexW2045643950MaRDI QIDQ2483451FDOQ2483451

Authors: Jianxi Lin 

Publication date: 28 April 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.040

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zbMATH Keywords

heavy tailrandom sumsconsistently varying tailprecise large deviation

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• A note on the almost sure convergence of sums of negatively dependent random variables
• Large deviations of heavy-tailed sums with applications in insurance
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• Precise large deviations for sums of random variables with consistently varying tails
• A contribution to the theory of large deviations for sums of independent random variables
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• Large deviations of sums of independent random variables
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• Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
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• Subexponential Distributions - Large Deviations with Applications to Insurance and Queueing Models

Cited In (13)

• Web renewal counting processes and their applications in insurance
• Extended precise large deviations of random sums in the presence of END structure and consistent variation
• Large deviations of random sums of some heavy-tailed random variables
• Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
• Large deviations for sums of independent heavy-tailed random variables
• Large deviations of means of heavy-tailed random variables with finite moments of all orders
• Precise large deviations of aggregate claim amount in a dependent renewal 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
• Several properties of a nonstandard renewal counting process and their applications
• Precise large deviations of random sums in presence of negative dependence and consistent variation
• Title not available (Why is that?)
• Title not available (Why is that?)

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