Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong - In: Statistics & Probability Letters 52 (2001) 1, pp. 91-100
In the present paper we investigate the precise large deviations for heavy-tailed random sums. First, we obtain a result which improves the relative result in Klüppelberg and Mikosch (J. Appl. Probab. 34 (1997) 293). Then we introduce a more realistic risk model than classical ones, named the...