Precise large deviations for sums of random variables with consistently varying tails

By Kai Wang Ng, Qihe Tang, Jia-An Yan, Hailiang Yang. Journal of Applied Probability, 2004

122 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/c8cedce8791df973c67c476436cf30709a9c53c5

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Citations in the corpus

Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation (2011, methodology): “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.”
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (2004, background): “See, for example, Schlegel (1998), Jelenković and Lazar (1999), Ng et al. (2004), and references therein.”
Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (2004, background): “3 of Jelenković and Lazar([18]), Ng et al.([25]), and references therein.”
Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations (2006, background): “…Nagaev (1969a, 1969b, 1969c), S.V. Nagaev (1973, 1979), Pinelis (1985), while for recent works, we refer to Cline and Hsing (1991), Rozovskĭı (1993), Vinogradov (1994), Mikosch and A.V. Nagaev (1998), Tang et al. (2001), Ng et al. (2004), and Baltrūnas and Klüppelberg (2004), among many others.”
Tails of random sums of a heavy-tailed number of light-tailed terms (2007, background): “We try to answer to the following question raised in Schmidli (1999): When does Pr[SN > x] ∼ Pr[E[X1]N > x], x → ∞ (1.2) hold?”
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.”
Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (2009, methodology): “This class has recently been applied to the study of precise large deviations by several authors including Ng et al.[20], Tang[27], Wang and Wang[33], and”