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

By Shijie Wang, Wensheng Wang. Journal of Applied Probability, 2007

54 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/94d9a083dfade9f4570d96f186e447d4990509d9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Yiqing Chen
2. Kai Wang Ng
3. Kam Chuen Yuen
4. Yuebao Wang

In Management Science and Operations Research

1. Yiqing Chen
2. Kam Chuen Yuen
3. Kai Wang Ng
4. Jinzhu Li
5. Qihe Tang
6. Yuebao Wang
7. Zhibin Liang

In Mathematical Physics

1. Yiqing Chen
2. Kam Chuen Yuen
3. Kai Wang Ng

Citations in the corpus

• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (2009, unknown): “[ 20 ] , Tang [ 27 ] , Wang and Wang [ 33 ] , and Robert and Segers [ 25 ] .”
• Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation (2011, background): “Recent advances on precise large deviations for random sums can be found in Tang et al. (2001), Ng et al. (2003, 2004), Liu and Hu (2003), Liu (2007), Wang and Wang (2007) , Lin (2008), Baltr ¯ unas et al. (2008), Shen and Lin (2008), among others.”
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2011, background): “[5], Tang [6, 7], Wang and Wang [8], Robert and Segers [9], Aleškevičienė et al.”