Precise large deviations for dependent random variables with applications to the compound renewal risk model
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Cites work
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3798860 (Why is no real title available?)
- scientific article; zbMATH DE number 3290008 (Why is no real title available?)
- A contribution to the theory of large deviations for sums of independent random variables
- A property of longtailed distributions
- A property of the renewal counting process with application to the finite-time ruin probability
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
- Intermediate Regular and Π Variation
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large deviations of heavy-tailed sums with applications in insurance
- Large deviations of sums of independent random variables
- Notes on the asymptotics of tail probabilities of sums for negatively associated random variables with heavy tails
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviations for dependent random variables with heavy tails
- Precise large deviations for negatively associated random variables with consistently varying tails
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Precise large deviations for sums of random variables with consistently varying tails
- Some concepts of negative dependence
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
Cited in
(24)- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- scientific article; zbMATH DE number 6263624 (Why is no real title available?)
- scientific article; zbMATH DE number 7694531 (Why is no real title available?)
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- Precise large deviations for random sums of END random variables with dominated variation
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times
- On closure properties of heavy-tailed distributions for random sums
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- 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 dependent random variables with heavy tails
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation
- Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
- Precise large deviations for generalized extended negatively dependent compound renewal risk model
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model
- Precise large deviations for claim surplus risk model
- Precise large deviations for aggregate claims
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
- Lower bounds of precise large deviation for sums of long-tailed and END random variables in a multi-risk model
- Precise large deviations for compound random sums in the presence of dependence structures
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Precise large deviations of a claim process in a time-dependent compound renewal risk model
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
- Precise large deviations for widely orthant dependent random variables with different distributions
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