Precise large deviations for random sums of END random variables with dominated variation
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Cites work
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- A note on the almost sure convergence of sums of negatively dependent random variables
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Large deviations for generalized compound Poisson risk models and its bankruptcy moments
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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Cited in
(14)- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Extended precise large deviations of random sums in the presence of END structure and consistent variation
- Precise large deviations for random sum of \(UEND\) and \(\varphi\)-mixing random variables
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Precise large deviations for dependent random variables with heavy tails
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
- Precise large deviations for random sums of extended negatively dependent random variables with consistently varying tails
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- Precise large deviation for random sums of \(END\) random variables with dominatedly varying tails
- Precise large deviation for non-random sums of \(END\) random variables with dominatedly varying tails
- Precise large deviations for claim surplus risk model
- Lower bounds of precise large deviation for sums of long-tailed and END random variables in a multi-risk model
- Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
- Precise large deviations for compound random sums in the presence of dependence structures
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