The general principle for precise large deviations of heavy-tailed random sums
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Cited in
(14)- Large deviations of means of heavy-tailed random variables with finite moments of all orders
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Several properties of a nonstandard renewal counting process and their applications
- 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
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Large deviations of random sums of some heavy-tailed random variables
- Closure property of random sum and its maximum of random variables from class \(\mathcal{D}\) based on precise large deviation principles
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
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- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Large deviations for sums of independent heavy-tailed random variables
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