Notes on the asymptotics of tail probabilities of sums for negatively associated random variables with heavy tails

zbMATH Open1150.62369MaRDI QIDQ3516643FDOQ3516643

Kaiyong Wang, Yuebao Wang

Publication date: 6 August 2008

Recommendations

• Maxima of sums and random sums for negatively associated random variables with heavy tails
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• Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails

zbMATH Keywords

tail probabilitiesrandom sumsmaximum of partial sums

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Cited In (6)

• Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
• Tail behavior of the sums of dependent and heavy-tailed random variables
• Precise large deviations for dependent random variables with applications to the compound renewal risk model
• Maxima of sums and random sums for negatively associated random variables with heavy tails
• Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims

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