Large deviations for heavy-tailed random sums in compound renewal model
暂无分享,去创建一个
Qihe Tang | Chun Su | Q. Tang | Tao Jiang | C. Su | Tao Jiang | Jinsong Zhang | Jinsong Zhang
[1] C. Heyde. On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law , 1967 .
[2] S. Nagaev,et al. Probability inequalities for sums of independent random variables with values in a Banach space , 1971 .
[3] A contribution to the theory of large deviations for sums of independent random variables , 1967 .
[4] J. Corcoran. Modelling Extremal Events for Insurance and Finance , 2002 .
[5] Thomas Mikosch,et al. Large Deviations of Heavy-Tailed Sums with Applications in Insurance , 1998 .
[6] Claudia Klüppelberg,et al. LARGE DEVIATIONS OF HEAVY-TAILED RANDOM SUMS WITH APPLICATIONS IN INSURANCE AND FINANCE , 1997 .
[7] Qihe Tang,et al. Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails , 2002 .
[8] A. Nagaev. Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II , 1969 .
[9] PAUL EMBRECHTS,et al. Modelling of extremal events in insurance and finance , 1994, Math. Methods Oper. Res..