Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Fotis Loukissas"'
Uniform Asymptotic Probability for Multi Renewal Risk Model with Strong Subexponential Tailed Claims
Autor:
Fotis Loukissas, Alex Karagrigoriou
Publikováno v:
International Journal of Mathematical, Engineering and Management Sciences, Vol 7, Iss 1, Pp 153-165 (2022)
In this paper, we study the uniform asymptotic behavior for the ruin probability in a continuous time renewal counting process. For the proposed model, we assume that the financial claims for each extreme event are compensated by a finite number of i
Externí odkaz:
https://doaj.org/article/1c20c992c1bf46c6b61bd51b84b4611f
Publikováno v:
Communications in Statistics - Theory and Methods. 40:3663-3671
We investigate the precise large deviations for negatively dependent random variables. We prove general asymptotic relations for both the partial sums S n for the long tailed distributions and the random sums S t for the subexponential distributions,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64a23175c62f85eff6aac06805379233
https://doi.org/10.1080/03610926.2011.581186
https://doi.org/10.1080/03610926.2011.581186
Autor:
Fotis Loukissas
Publikováno v:
Journal of Theoretical Probability. 25:913-924
In this paper, we investigate the precise large deviations for sums of independent identically distributed random variables with heavy-tailed distributions. We prove asymptotic relations for non-random sums and for random sums of random variables wit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68ff647ed86e82e533ba8a0737a0b6c4
https://doi.org/10.1007/s10959-011-0367-2
https://doi.org/10.1007/s10959-011-0367-2
Publikováno v:
Lithuanian Mathematical Journal. 50:391-400
We investigate precise large deviations for heavy-tailed random sums. We prove a general asymptotic relation in the compound renewal risk model for consistently varying-tailed distributions. This model was introduced in [Q. Tang, C. Su, T. Jiang, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de38673b3009e714e950d5193545ae4d
https://doi.org/10.1007/s10986-010-9094-0
https://doi.org/10.1007/s10986-010-9094-0