Cramér-type moderate deviation for Studentized compound Poisson sum

DOI10.1007/S10959-014-0542-3zbMath1358.60046OpenAlexW2009205873MaRDI QIDQ904710

Wang Zhou, Qiying Wang, Bing-Yi Jing

Publication date: 13 January 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-014-0542-3

zbMATH Keywords

Cramér large deviationself-normalized compound Poisson sumStudentized compound Poisson sum

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (2)

Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme ⋮ Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Refined self-normalized large deviations for independent random variables
• Limit theorems for self-normalized large deviation
• Large deviation results for generalized compound negative binomial risk models
• Large deviations of heavy-tailed sums with applications in insurance
• A Cramér type large deviation result for Student's \(t\)-statistic
• Probabilities of large deviations for sums of random number of i. i. d. random variables and its application to a compound Poisson process
• Self-normalized Cramér-type large deviations for independent random variables.
• Edgeworth expansions for compound Poisson processes and the bootstrap
• Approximations for compound Poisson and Pólya processes
• Uniform saddlepoint approximations
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
• Subexponentiality and infinite divisibility
• Precise large deviations for sums of random variables with consistently varying tails
• Normal approximation for random sums

This page was built for publication: Cramér-type moderate deviation for Studentized compound Poisson sum