Precise local large deviations for heavy-tailed random sums with applications to risk models
Qiuying Zhang and Fengyang Cheng
Year of publication: |
February-June 2018
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Authors: | Zhang, Qiuying ; Cheng, Fengyang |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 5, p. 450-463
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Subject: | Heavy-tailed random sums | precise local large deviations | risk models | O-regularly varying function | intermediate regularly varying function | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Finanzmathematik | Mathematical finance |
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