Precise local large deviations for heavy-tailed random sums with applications to risk models
Sign Up to like & getrecommendations! Published in 2018 at "Scandinavian Actuarial Journal"
DOI: 10.1080/03461238.2017.1377106
Abstract: Abstract In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common heavy-tailed distribution F, where is an -regularly varying function for some fixed… read more here.
Keywords: random sums; heavy tailed; precise local; local large ... See more keywords