Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
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Publication:393013
DOI10.1007/s10986-012-9169-1zbMath1286.60089MaRDI QIDQ393013
Jonas Šiaulys, Remigijus Leipus, Yang Yang
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/s10986-012-9169-1
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G50: Sums of independent random variables; random walks
60F10: Large deviations
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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