Tail behavior of random sums of negatively associated increments
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- Tail behavior of negatively associated heavy-tailed sums
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Cites work
- scientific article; zbMATH DE number 4030594 (Why is no real title available?)
- scientific article; zbMATH DE number 3738722 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- A note on the almost sure convergence of sums of negatively dependent random variables
- Convolution equivalence and distributions of random sums
- Convolution equivalence and infinite divisibility
- Functions of probability measures
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Limits of ratios of tails of measures
- Maxima of Sums of Heavy-Tailed Random Variables
- Modeling teletraffic arrivals by a Poisson cluster process
- 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.
- Some Concepts of Dependence
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
- Subexponentiality and infinite divisibility
- Tail behavior of negatively associated heavy-tailed sums
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Tails of random sums of a heavy-tailed number of light-tailed terms
Cited in
(9)- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
- On the random max-closure for heavy-tailed random variables
- Moderate deviations for sums of negatively associated random variables
- Tail behavior of negatively associated heavy-tailed sums
- Tail probability of a random sum with a heavy-tailed random number and dependent summands
- On tail triviality of negatively dependent stochastic processes
- Randomly stopped maximum and maximum of sums with consistently varying distributions
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