Extended precise large deviations of random sums in the presence of END structure and consistent variation

DOI10.1155/2012/436531zbMath1236.60031OpenAlexW2028459208WikidataQ58905888 ScholiaQ58905888MaRDI QIDQ410971

Wen Sheng Wang, Shi-jie Wang

Publication date: 4 April 2012

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/436531

zbMATH Keywords

insurancefinanceprecise large deviations of random sumsprospective-loss process of a quasirenewal model

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (6)

Precise large deviations for strong subexponential distributions and applications on a multi risk model ⋮ Unnamed Item ⋮ COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES ⋮ On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models ⋮ Complete \(f\)-moment convergence for extended negatively dependent random variables ⋮ Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models

Cites Work

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• Precise large deviations for the prospective-loss process
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