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A contribution to large deviations for heavy-tailed random sums

โœ Scribed by Chun Su; Qihe Tang; Tao Jiang


Publisher
SP Science China Press
Year
2001
Tongue
English
Weight
305 KB
Volume
44
Category
Article
ISSN
1674-7283

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Large deviations for heavy-tailed random
โœ Qihe Tang; Chun Su; Tao Jiang; Jinsong Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 104 KB

In the present paper we investigate the precise large deviations for heavy-tailed random sums. First, we obtain a result which improves the relative result in Kl uppelberg and Mikosch (J. Appl. Probab. 34 (1997) 293). Then we introduce a more realistic risk model than classical ones, named the compo