Precise large deviations for compound random sums in the presence of dependence structures
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Publication:356108
DOI10.1016/j.camwa.2012.04.003zbMath1268.60036MaRDI QIDQ356108
Remigijus Leipus, Jonas Šiaulys, Yang Yang
Publication date: 25 July 2013
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2012.04.003
compound renewal risk model; compound random sums; dominated variation; extended negative dependence; precise large deviations
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