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Large Deviations of Heavy-Tailed Sums with Applications in Insurance

✍ Scribed by T. Mikosch; A.V. Nagaev


Book ID
110282916
Publisher
Springer
Year
1998
Tongue
English
Weight
186 KB
Volume
1
Category
Article
ISSN
1386-1999

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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