scientific article; zbMATH DE number 6532266

DOI10.3969/J.ISSN.1008-5513.2015.04.004MaRDI QIDQ3461735zbMATH OpenFDO

Authors Zhiqiang Hua

Publication date 15 January 2016

Full work available at URL https://doi.org/10.3969/J.ISSN.1008-5513.2015.04.004

zbMATH Keywords

extended negative dependencelong tailed distributionmulti-risk modelprecise large deviation

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Lower bounds of precise large deviation for sums of long-tailed and END random variables in a multi-risk model
• Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
• Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
• Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
• Precise large deviation for random sums of END random variables with dominatedly varying tails
• Lower bounds of large deviation for sums of negatively dependent random variables with long-tailed distribution in a multi-model
• Precise large deviation results for heavy-tailed random sums and applications to risk theory
• Local precise large deviations for independent sums in multi-risk model
• Precise large deviation for non-random sums of END random variables with dominatedly varying tails
• Precise local large deviations for heavy-tailed random sums with applications to risk models

Cited in

(7)

• Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
• Lower bounds of precise large deviation for sums of long-tailed and END random variables in a multi-risk model
• Local precise large deviations for independent sums in multi-risk model
• Lower bounds of large deviation for sums of negatively dependent random variables with long-tailed distribution in a multi-model
• Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
• Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
• Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3461735)