Precise Large Deviations for Random Sums of END Random Variables with Dominated Variation
نویسندگان
چکیده
منابع مشابه
Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation
The study of precise large deviations of random sums is an important topic in insurance and finance. In this paper, extended precise large deviations of random sums in the presence of END structure and consistent variation are investigated. The obtained results extend those of Chen and Zhang 2007 and Chen et al. 2011 . As an application, precise large deviations of the prospectiveloss process o...
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ژورنال
عنوان ژورنال: ISRN Applied Mathematics
سال: 2013
ISSN: 2090-5572
DOI: 10.1155/2013/936301