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Note on large deviations for heavy-tailed random sums in compound renewal model
Dalʹnevostočnyj matematičeskij žurnal, Tome 2 (2001) no. 1, pp. 53-57 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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Q. H. Тang; C. Su. Note on large deviations for heavy-tailed random sums in compound renewal model. Dalʹnevostočnyj matematičeskij žurnal, Tome 2 (2001) no. 1, pp. 53-57. http://geodesic.mathdoc.fr/item/DVMG_2001_2_1_a3/

[1] P. Embrechts, C. Klüppelberg and T. Mikosch, Modelling Extremal Events for Insurance and Finance, Springer, Berlin, 1997 | MR | Zbl

[2] D. H. Fuc and S. V. Nagaev, “Probability inequalities for sums of independent random variables”, Teor. Verojatnost. i Primenen., 16 (1971), 660–675 (Russian) | MR

[3] C. Klüppelberg and T. Mikosch, “Large deviations of heavy-tailed random sums with applications in insurance and finance”, J. Appl. Prob., 34 (1997), 293–308 | DOI | MR | Zbl

[4] C. Su, Q. H. Tang, T. Jiang, “A Contribution to Large Deviations for Heavy-tailed Random Sums”, Chinese Science, 44:2 (2001) | MR

[5] Q. H. Tang, C. Su, T. Jiang and J. S. Zhang, “Large deviations for heavy-tailed random sums in compound renewal model”, Stat. Prob. Letters, 52:1 (2001), 91–100 | DOI | MR | Zbl