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

Autor:	Wang, Shijie, Wang, Wensheng
Zdroj:	Journal of Applied Probability, 2007 Dec 01. 44(4), 889-900.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/27595895 Zobrazit plný text záznamu