Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model

Large deviations for heavy-tailed random

Large deviations for heavy-tailed random sums in compound renewal model

✍ Qihe Tang; Chun Su; Tao Jiang; Jinsong Zhang 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 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