Note on large deviations for heavy-tailed random sums in compound renewal model
Q. H. Тang, C. Su
2001, выпуск 1, С. 53–57
|In this note we investigate the precise large deviations for heavy-tailed random sums in compound renewal risk model and obtain a result which improves the related results in . The proof is very simple, which shows that in some cases the compound renewal risk model can be reduced to the ordinary renewal one.|
Ключевые слова: Compound Renewal Risk Model, Extended Regular Variation, Subexponential Distribution, Large Deviations.
Полный текст статьи (файл PDF)
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