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Дальневосточный математический журнал, 2001, том 2, номер 1, страницы 53–57
(Mi dvmg89)
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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
Аннотация:
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.
Ключевые слова:
Compound Renewal Risk Model, Extended Regular Variation, Subexponential Distribution, Large Deviations.
Поступила в редакцию: 10.02.2001
Образец цитирования:
Q. H. Тang, C. Su, “Note on large deviations for heavy-tailed random sums in compound renewal model”, Дальневост. матем. журн., 2:1 (2001), 53–57
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/dvmg89 https://www.mathnet.ru/rus/dvmg/v2/i1/p53
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| Страница аннотации: | 182 | | PDF полного текста: | 60 | | Список литературы: | 49 | | Первая страница: | 1 |
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