Precise large deviations for random sums of END random variables with dominated variation

DOI10.1155/2013/936301zbMATH Open1298.60034OpenAlexW2063728786WikidataQ59001252 ScholiaQ59001252MaRDI QIDQ469894FDOQ469894

Authors: Yu Chen, Zhihui Qu 

Publication date: 11 November 2014

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

Full work available at URL: https://doi.org/10.1155/2013/936301

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Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

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• Precise large deviations for dependent random variables with heavy tails
• A note on the almost sure convergence of sums of negatively dependent random variables
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• 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
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
• 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 of random sums in presence of negative dependence and consistent variation
• Large deviations for random sums of negatively dependent random variables with consistently varying tails
• Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
• Large deviations for generalized compound Poisson risk models and its bankruptcy moments
• Precise large deviations for long-tailed distributions

Cited In (14)

• Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
• Precise large deviations for random sum of \(UEND\) and \(\varphi\)-mixing random variables
• Extended precise large deviations of random sums in the presence of END structure and consistent variation
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
• Precise large deviations for dependent random variables with heavy tails
• Precise large deviations for random sums of extended negatively dependent random variables with consistently varying tails
• Precise large deviation for non-random sums of \(END\) random variables with dominatedly varying tails
• Precise large deviation for random sums of \(END\) random variables with dominatedly varying tails
• Precise large deviations for random sums of END real-valued random variables with consistent variation
• 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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