Precise large deviations for sums of random vectors with dependent components of consistently varying tails
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DOI: 10.1007/s11464-017-0635-2
Abstract: Let {Xi = (X1,i,...,Xm,i)⊤, i ≥ 1} be a sequence of independent and identically distributed nonnegative m-dimensional random vectors. The univariate marginal distributions of these vectors have consistently varying tails and finite means. Here, the… read more here.
Keywords: varying tails; precise large; random vectors; consistently varying ... See more keywords
Precise large deviations for the difference of two sums of END random variables with heavy tails
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2015.1004094
Abstract: ABSTRACT Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {Xij, j ⩾ 1}, i = 1, 2. In this article, the asymptotic… read more here.
Keywords: difference; difference two; precise large; deviations difference ... See more keywords