Precise large deviations for negatively associated random variables with consistently varying tails

DOI10.1016/J.SPL.2006.07.002zbMATH Open1111.60017OpenAlexW1981608976MaRDI QIDQ871036FDOQ871036

Yan Liu

Publication date: 15 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.07.002

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zbMATH Keywords

heavy tailconsistently varying tailnegative associationprecise large deviationsMatuszewska index

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited In (23)

• Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
• Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
• Extended precise large deviations of random sums in the presence of END structure and consistent variation
• Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
• Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
• Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models
• Large deviations for random variables with two-sided distributions
• Precise large deviations for random sums of END real-valued random variables with consistent variation
• The consistency of least-square regularized regression with negative association sequence
• Precise large deviations for aggregate claims
• Large deviations for the time-integrated negative parts of some processes
• Precise large deviations of aggregate claim amount in a dependent renewal risk model
• Precise large deviations for the difference of two sums of END random variables with heavy tails
• Precise large deviations of aggregate claims in a size-dependent renewal risk model
• Precise large deviations for compound random sums in the presence of dependence structures
• Precise large deviations for dependent random variables with applications to the compound renewal risk model
• Precise large deviations of random sums in presence of negative dependence and consistent variation
• Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
• Large deviations for random sums of differences between two sequences of random variables with applications to risk theory
• Precise large deviations for a customer-based individual risk model
• 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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