Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
DOI10.1007/S10986-012-9169-1zbMATH Open1286.60089OpenAlexW2023910575MaRDI QIDQ393013FDOQ393013
Authors: Remigijus Leipus, Jonas Šiaulys, 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
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Cited In (14)
- 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
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- 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
- The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables
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