Precise large deviations for dependent random variables with applications to the compound renewal risk model
From MaRDI portal
Publication:370871
DOI10.1216/RMJ-2013-43-4-1395zbMATH Open1276.60030OpenAlexW2039900151MaRDI QIDQ370871FDOQ370871
Authors: Yang Yang, Kaiyong Wang 
Publication date: 20 September 2013
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.rmjm/1378730054
Recommendations
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Precise large deviations for compound renewal risk models with negative dependence claims
- Precise large deviations of a compound renewal risk model with regression-type size-dependence structure
- Precise large deviations for compound renewal risk model with negative dependence claims
- 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
- Large deviations for a generalized compound renewal risk model
- The precise large deviations for a renewal risk model with negatively dependent claims
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
finite-time ruin probabilitycompound renewal risk modeldominated variationextended negative dependenceprecise large deviations
Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Production models (90B30)
Cites Work
- Title not available (Why is that?)
- Some concepts of negative dependence
- Precise large deviations for dependent random variables with heavy tails
- Large deviations of heavy-tailed sums with applications in insurance
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Precise large deviations for sums of random variables with consistently varying tails
- A contribution to the theory of large deviations for sums of independent random variables
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- A property of longtailed distributions
- A property of the renewal counting process with application to the finite-time ruin probability
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Title not available (Why is that?)
- Large deviations of sums of independent random variables
- Large deviations for heavy-tailed random sums in compound renewal model
- Intermediate Regular and Π Variation
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
- Precise large deviations for negatively associated random variables with consistently varying tails
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
- Notes on the asymptotics of tail probabilities of sums for negatively associated random variables with heavy tails
- Title not available (Why is that?)
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
Cited In (24)
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for random sums of END random variables with dominated variation
- 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 aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- 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
This page was built for publication: Precise large deviations for dependent random variables with applications to the compound renewal risk model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q370871)
