Precise large deviations for negatively associated random variables with consistently varying tails
From MaRDI portal
Publication:871036
DOI10.1016/J.SPL.2006.07.002zbMath1111.60017OpenAlexW1981608976MaRDI QIDQ871036
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
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
Related Items (18)
The consistency of least-square regularized regression with negative association sequence ⋮ 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 ⋮ Large deviations for random sums of differences between two sequences of random variables with applications to risk theory ⋮ Extended precise large deviations of random sums in the presence of END structure and consistent variation ⋮ Precise large deviations for a customer-based individual risk model ⋮ Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times ⋮ Precise large deviations of random sums in presence of negative dependence and consistent variation ⋮ Precise large deviations for random sums of END real-valued random variables with consistent variation ⋮ Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times ⋮ 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 of aggregate claims with dominated variation in dependent multi-risk models ⋮ Precise large deviations for widely orthant dependent random variables with different distributions ⋮ Precise large deviations for widely orthant dependent random variables with dominatedly varying tails ⋮ Precise large deviations for aggregate claims ⋮ Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models
Cites Work
- Ruin probabilities in perturbed risk models
- Subexponentiality of the product of independent random variables
- Measuring the impact of dependence between claims occurrences.
- On two dependent individual risk models.
- Maxima of sums and random sums for negatively associated random variables with heavy tails
- Negative association of random variables, with applications
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Intermediate Regular and Π Variation
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Precise large deviations for the prospective-loss process
- Asymptotic results for multiplexing subexponential on-off processes
- Precise large deviations for sums of random variables with consistently varying tails
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- A contribution to the theory of large deviations for sums of independent random variables
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
- Large deviations of sums of independent random variables
- Large deviations for heavy-tailed random sums in compound renewal model
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Precise large deviations for negatively associated random variables with consistently varying tails
