Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
DOI10.1016/J.SPL.2012.03.020zbMATH Open1246.91064OpenAlexW2045906599MaRDI QIDQ449376FDOQ449376
Authors: Dawei Lu 
Publication date: 30 August 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.020
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Cites Work
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Precise large deviations for sums of random variables with consistently varying tails
- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
- Large deviations of sums of independent random variables
- Large deviations for heavy-tailed random sums in compound renewal model
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
- Title not available (Why is that?)
Cited In (13)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Precise large deviations for strong subexponential distributions and applications on a multi risk model
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails
- Title not available (Why is that?)
- Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
- Lower bounds of precise large deviation for sums of long-tailed and END random variables in a multi-risk model
- Precise large deviations of aggregate claims in bidimensional risk model with dependence structures
- Precise large deviations for the difference of two sums of END random variables with heavy tails
- Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
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