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Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models

Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models

Assume that there are k types of insurance contracts in an insurance company. The i th related claims are denoted by { X ij , j ≥ 1}, i = 1,…, k . In this paper we investigate large deviations for both partial sums S ( k ; n 1 …