Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
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Cites work
- scientific article; zbMATH DE number 4030594 (Why is no real title available?)
- scientific article; zbMATH DE number 3738722 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3798860 (Why is no real title available?)
- A multivariate extension of Hoeffding's lemma
- A note on the almost sure convergence of sums of negatively dependent random variables
- A property of longtailed distributions
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Functions of probability measures
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Intermediate Regular and Π Variation
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Maxima of Sums of Heavy-Tailed Random Variables
- Modeling teletraffic arrivals by a Poisson cluster process
- Negative association of random variables, with applications
- Precise large deviations for dependent random variables with heavy tails
- Regular variation of the tail of a subordinated probability distribution
- Some Concepts of Dependence
- Some concepts of negative dependence
- Subexponential distributions and integrated tails
- Subexponentiality and infinite divisibility
- Tail behavior of negatively associated heavy-tailed sums
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Tails of random sums of a heavy-tailed number of light-tailed terms
Cited in
(14)- The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables
- Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Notes on the asymptotics of tail probabilities of sums for negatively associated random variables with heavy tails
- Randomly stopped sums of not identically distributed heavy tailed random variables
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
- Tails of higher-order moments with dominatedly varying summands
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model
- A note on the tail behavior of randomly weighted and stopped dependent sums
- A note on the asymptotics for the randomly stopped weighted sums
- A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
- Tail behavior of random sums of negatively associated increments
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