Note on large deviations for heavy-tailed random sums in compound renewal model
Dalʹnevostočnyj matematičeskij žurnal, Tome 2 (2001) no. 1, pp. 53-57
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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.
@article{DVMG_2001_2_1_a3,
author = {Q. H. {\CYRT}ang and C. Su},
title = {Note on large deviations for heavy-tailed random sums in compound renewal model},
journal = {Dalʹnevosto\v{c}nyj matemati\v{c}eskij \v{z}urnal},
pages = {53--57},
publisher = {mathdoc},
volume = {2},
number = {1},
year = {2001},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DVMG_2001_2_1_a3/}
}
TY - JOUR AU - Q. H. Тang AU - C. Su TI - Note on large deviations for heavy-tailed random sums in compound renewal model JO - Dalʹnevostočnyj matematičeskij žurnal PY - 2001 SP - 53 EP - 57 VL - 2 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DVMG_2001_2_1_a3/ LA - en ID - DVMG_2001_2_1_a3 ER -
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/