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

Cites work

Cited in

(34)

Precise large deviations for sums of random variables with consistently varying tails
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
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Large deviation estimates involving deformed exponential functions
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A contribution to large deviations for heavy-tailed random sums
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A case of limit distribution of the maximal volume of a tree in a random forest
Maxima of branching random walks vs. independent random walks
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Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
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Stable random fields, point processes and large deviations
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scientific article; zbMATH DE number 3840933 (Why is no real title available?)
Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
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Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
Precise large deviations for dependent random variables with applications to the compound renewal risk model
Chung-type law of the iterated logarithm for continuous time random walk
Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
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On the convergence of convolutions of distributions with regularly varying tails
Precise large deviations for long-tailed distributions
Precise large deviations for negatively associated random variables with consistently varying tails
Homogeneous models and generic extensions
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Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
Precise large deviations for widely orthant dependent random variables with different distributions

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