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Effect of truncation on large deviations for heavy-tailed random vectors

✍ Scribed by Arijit Chakrabarty


Book ID
113914802
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
309 KB
Volume
122
Category
Article
ISSN
0304-4149

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Large deviations for heavy-tailed random
✍ Qihe Tang; Chun Su; Tao Jiang; Jinsong Zhang πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 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