Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
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Publication:5448740
DOI10.1239/jap/1197908812zbMath1134.60322MaRDI QIDQ5448740
Publication date: 7 March 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1197908812
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
60F10: Large deviations
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