Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
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DOI: 10.1016/j.spl.2012.03.020
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References listed on IDEAS
- Tang, Qihe & Su, Chun & Jiang, Tao & Zhang, Jinsong, 2001. "Large deviations for heavy-tailed random sums in compound renewal model," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 91-100, March.
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Cited by:
- He, Wei & Cheng, Dongya & Wang, Yuebao, 2013. "Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 331-338.
- Dimitrios G. Konstantinides, 2018. "Precise Large Deviations for Subexponential Distributions in a Multi Risk Model," Risks, MDPI, vol. 6(2), pages 1-13, March.
- Fu, Ke-Ang & Liu, Yang & Wang, Jiangfeng, 2022. "Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times," Statistics & Probability Letters, Elsevier, vol. 184(C).
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Keywords
Large deviation; Long-tailed class; Multi-risk model;All these keywords.
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