Konstantinides, Dimitrios G. - In: Risks : open access journal 6 (2018) 2, pp. 1-13
The precise large deviations asymptotics for the sums of independent identical random variables when the distribution of the summand belongs to the class S * S* of heavy tailed distributions is studied. Under mild conditions, we extend the previous results from the paper Denisov et al. (2010) to...