A contribution to the theory of large deviations for sums of independent random variables

Cites Work

Cited In (34)

Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
Precise large deviations for strong subexponential distributions and applications on a multi risk model
Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
Large deviation estimates involving deformed exponential functions
Large deviations for the stochastic present value of aggregate claims in the renewal risk model
Large deviations for heavy-tailed random sums in compound renewal model
A contribution to large deviations for heavy-tailed random sums
Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
A case of limit distribution of the maximal volume of a tree in a random forest
On the ladder heights of random walks attracted to stable laws of exponent 1
Maxima of branching random walks vs. independent random walks
Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
Stable random fields, point processes and large deviations
Moderate deviations for random sums of heavy-tailed random variables
The general principle for precise large deviations of heavy-tailed random sums
Title not available (Why is that?)
Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
Chung-type law of the iterated logarithm for continuous time random walk
Precise large deviations for dependent random variables with applications to the compound renewal risk model
Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
Chover-type laws of the iterated logarithm for continuous time random walks
On the convergence of convolutions of distributions with regularly varying tails
Homogeneous models and generic extensions
Precise large deviations for long-tailed distributions
Precise large deviations for negatively associated random variables with consistently varying tails
On the rate of convergence in the central limit theorem for distributions with regularly varying tails
Large deviations for sums of random vectors attracted to operator semi-stable laws
Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
Precise large deviations for sums of random variables with consistently varying tails
Precise large deviations for widely orthant dependent random variables with different distributions

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