Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
From MaRDI portal
Publication:392706
DOI10.1007/s10986-010-9094-0zbMath1283.60045OpenAlexW1989480678MaRDI QIDQ392706
Dimitrios G. Konstantinides, Fotis Loukissas
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-010-9094-0
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (15)
Precise large deviations for strong subexponential distributions and applications on a multi risk model ⋮ Uniform asymptotics for discounted aggregate claims in dependent multi-risk model ⋮ Precise large deviations for compound random sums in the presence of dependence structures ⋮ Precise large deviations for long-tailed distributions ⋮ Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times ⋮ Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times ⋮ Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model ⋮ Precise large deviations of aggregate claims in a compound size-dependent renewal risk model ⋮ Precise large deviations for the difference of two sums of END random variables with heavy tails ⋮ Precise large deviations for random sums of END random variables with dominated variation ⋮ Large deviations for sum of UEND andφ-mixing random variables with heavy tails ⋮ Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails ⋮ Precise large deviations for aggregate claims ⋮ Precise large deviations for the aggregate claims in a dependent compound renewal risk model ⋮ Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations of heavy-tailed sums with applications in insurance
- Subexponentiality of the product of independent random variables
- Large deviations for sums of independent heavy-tailed random variables
- Some asymptotic results for one-sided large deviation probabilities
- Intermediate Regular and Π Variation
- 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
- Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
- Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
- Probability Inequalities for Sums of Independent Random Variables
- Large deviations of sums of independent random variables
- Large deviations for heavy-tailed random sums in compound renewal model
This page was built for publication: Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model