Precise large deviations for compound random sums in the presence of dependence structures
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Publication:356108
DOI10.1016/J.CAMWA.2012.04.003zbMATH Open1268.60036OpenAlexW2014641284MaRDI QIDQ356108FDOQ356108
Authors: 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
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- Precise large deviations for negatively associated random variables with consistently varying tails
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Cited In (15)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- Extended precise large deviations of random sums in the presence of END structure and consistent variation
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper orthant dependent claims
- Revisiting the product of random variables
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails
- Precise large deviations for aggregate claims
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
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