Precise large deviation results for the total claim amount under subexponential claim sizes
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Publication:935826
DOI10.1016/j.spl.2007.11.016zbMath1145.60018MaRDI QIDQ935826
Remigijus Leipus, Jonas Šiaulys, Aleksandras Baltrūnas
Publication date: 8 August 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.11.016
60F10: Large deviations
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