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Dal'nevostochnyi Matematicheskii Zhurnal, 2001, Volume 2, Number 1, Pages 53–57 (Mi dvmg89)  
Note on large deviations for heavy-tailed random sums in compound renewal model

Q. H. Тang, C. Su

Department of Statistics and Finance, University of Science and Technology of China
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Abstract: 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.
Key words: Compound Renewal Risk Model, Extended Regular Variation, Subexponential Distribution, Large Deviations.
Received: 10.02.2001
Document Type: Article
UDC: 519.872
MSC: Primary 60F10; Secondary 60F05
Language: English
Citation: Q. H. Тang, C. Su, “Note on large deviations for heavy-tailed random sums in compound renewal model”, Dal'nevost. Mat. Zh., 2:1 (2001), 53–57
Citation in format AMSBIB
\Bibitem{ТanSu01}
\by Q.~H.~Тang, C.~Su
\paper Note on large deviations for heavy-tailed random sums in compound renewal model
\jour Dal'nevost. Mat. Zh.
\yr 2001
\vol 2
\issue 1
\pages 53--57
\mathnet{http://mi.mathnet.ru/dvmg89}
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