Note on large deviations for heavy-tailed random sums in compound renewal model


Q. H. ang, C. Su

2001, 1, . 5357


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 [5]. The proof is very simple, which shows that in some cases the compound renewal risk model can be reduced to the ordinary renewal one.

:
Compound Renewal Risk Model, Extended Regular Variation, Subexponential Distribution, Large Deviations.

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