Precise large deviations of random sums in presence of negative dependence and consistent variation
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Cites work
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- scientific article; zbMATH DE number 3798860 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- A large deviation result for aggregate claims with dependent claim occurrences
- A note on the almost sure convergence of sums of negatively dependent random variables
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- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large deviations of heavy-tailed sums with applications in insurance
- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Precise large deviations for dependent random variables with heavy tails
- Precise large deviations for negatively associated random variables with consistently varying tails
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
- Precise large deviations for sums of random variables with consistently varying tails
- Precise large deviations for the prospective-loss process
- Some Concepts of Dependence
- Some concepts of negative dependence
- Subexponentiality of the product of independent random variables
- The general principle for precise large deviations of heavy-tailed random sums
Cited in
(52)- Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
- Critical fluctuations in renewal models of statistical mechanics
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Precise large deviations for negatively associated random variables with consistently varying tails
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure
- Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Complete moment convergence for weighted sums of extended negatively dependent random variables
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
- Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for compound renewal risk models with negative dependence claims
- Precise large deviations for the difference of two sums of END random variables with heavy tails
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Precise large deviations of nonnegative, non-identical and negatively associated random variables
- Precise large deviations of nonnegative, non-identical and negatively associated random variables
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper orthant dependent claims
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Precise large deviations for aggregate claims
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
- Extended precise large deviations of random sums in the presence of END structure and consistent variation
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- Precise large deviations for compound random sums in the presence of dependence structures
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
- Complete convergence and complete moment convergence for extended negatively dependent random variables
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
- Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation
- Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation
- Statistical fluctuations under resetting: rigorous results
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- A note on weighted infinite sums of dependent regularly varying tailed random variables
- scientific article; zbMATH DE number 5846891 (Why is no real title available?)
- Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- Precise large deviations for random sums of END random variables with dominated variation
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
- Precise local large deviations for heavy-tailed random sums with applications to risk models
- The strong law of large numbers for extended negatively dependent random variables
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
- L r convergence for arrays of rowwise m -extended negatively dependent random variables
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