Precise large deviations for negatively associated random variables with consistently varying tails
From MaRDI portal
(Redirected from Publication:871036)
Recommendations
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Precise large deviations of nonnegative, non-identical and negatively associated random variables
- Precise large deviations of nonnegative, non-identical and negatively associated random variables
- Precise large deviations for random sums of extended negatively dependent random variables with consistently varying tails
- scientific article; zbMATH DE number 5846891
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Precise large deviations for sums of negatively associated heavy-tailed random variables in \(\mathcal{D}\cap \mathcal{L}\)
- Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
Cites work
- scientific article; zbMATH DE number 3738722 (Why is no real title available?)
- scientific article; zbMATH DE number 3461196 (Why is no real title available?)
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 1301888 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1128584 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3290008 (Why is no real title available?)
- scientific article; zbMATH DE number 3359482 (Why is no real title available?)
- A contribution to the theory of large deviations for sums of independent random variables
- Asymptotic results for multiplexing subexponential on-off processes
- Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
- Intermediate Regular and Π Variation
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large deviations of sums of independent random variables
- Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
- Maxima of sums and random sums for negatively associated random variables with heavy tails
- Measuring the impact of dependence between claims occurrences.
- Negative association of random variables, with applications
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- On two dependent individual risk models.
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviations for sums of random variables with consistently varying tails
- Precise large deviations for the prospective-loss process
- Ruin probabilities in perturbed risk models
- Subexponentiality of the product of independent random variables
Cited in
(32)- Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Large deviations from sums of negatively associated random variables indexed by a supercritical Galton-Watson branching process
- Precise large deviations for a customer-based individual risk model
- Precise large deviations for the difference of two sums of END random variables with heavy tails
- Precise large deviations for sums of negatively associated heavy-tailed random variables in \(\mathcal{D}\cap \mathcal{L}\)
- 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 for aggregate claims
- Moderate deviations for sums of negatively associated random variables
- Extended precise large deviations of random sums in the presence of END structure and consistent variation
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Precise large deviations for compound random sums in the presence of dependence structures
- Precise large deviations for widely orthant dependent random variables with different distributions
- The consistency of least-square regularized regression with negative association sequence
- Large deviations for the time-integrated negative parts of some processes
- Precise large deviations for dependent random variables with applications to the compound renewal risk model
- Large deviations for random variables with two-sided distributions
- Precise large deviations for partial sums of a class of negatively associated random arrays
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory
- Precise large deviation for the difference of non-random sums of NA random variables
- Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
- Precise large deviations for random sums of extended negatively dependent random variables with consistently varying tails
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- Precise large deviations for sums of negatively quadrant dependent random variables belonging to the \(\mathcal{D}\) class
- Precise large deviations for sums of independent random variables with consistently varying tails
- Precise large deviations of random sums in presence of negative dependence and consistent variation
This page was built for publication: Precise large deviations for negatively associated random variables with consistently varying tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q871036)
