Precise large deviations of random sums in presence of negative dependence and consistent variation
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Publication:429982
DOI10.1007/S11009-010-9194-7zbMATH Open1242.60027OpenAlexW2132652461MaRDI QIDQ429982FDOQ429982
Yiqing Chen, Kam Chuen Yuen, Kai Wang Ng
Publication date: 20 June 2012
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-010-9194-7
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counting processuniformityconsistent variationlower/upper extended negative dependenceprecise large deviation
Large deviations (60F10) Inequalities; stochastic orderings (60E15) Stochastic integral equations (60H20)
Cites Work
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- Some Concepts of Dependence
- Some concepts of negative dependence
- Precise large deviations for dependent random variables with heavy tails
- A note on the almost sure convergence of sums of negatively dependent random variables
- Large deviations of heavy-tailed sums with applications in insurance
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Precise large deviations for the prospective-loss process
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- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
- Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
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- Large deviations for heavy-tailed random sums in compound renewal model
- A large deviation result for aggregate claims with dependent claim occurrences
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Subexponentiality of the product of independent random variables
- 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
- The general principle for precise large deviations of heavy-tailed random sums
Cited In (48)
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
- Complete convergence and complete moment convergence for extended negatively dependent random variables
- Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
- 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 for random sums of END random variables with dominated variation
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- 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 non-centralized sums of partial sums and random sums of heavy-tailed END random variables
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- Title not available (Why is that?)
- Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments
- Critical fluctuations in renewal models of statistical mechanics
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
- L r convergence for arrays of rowwise m -extended negatively dependent random variables
- Precise local large deviations for heavy-tailed random sums with applications to risk models
- Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models
- Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- 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
- Precise large deviations for aggregate claims
- 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
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
- 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 the difference of two sums of END random variables with heavy tails
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviations for compound random sums in the presence of dependence structures
- Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims
- A note on weighted infinite sums of dependent regularly varying tailed random variables
- Statistical fluctuations under resetting: rigorous results
- Precise large deviations for negatively associated random variables with consistently varying tails
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Complete moment convergence for weighted sums of 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
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