Yuan, Meng; Lu, Dawei Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure. (English) Zbl 1484.62127 Stat. Probab. Lett. 185, Article ID 109440, 9 p. (2022). MSC: 62P05 60F10 62E20 91B05 PDFBibTeX XMLCite \textit{M. Yuan} and \textit{D. Lu}, Stat. Probab. Lett. 185, Article ID 109440, 9 p. (2022; Zbl 1484.62127) Full Text: DOI
Fu, Ke-Ang; Liu, Yang; Wang, Jiangfeng Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times. (English) Zbl 1480.91075 Stat. Probab. Lett. 184, Article ID 109365, 7 p. (2022). MSC: 91B05 60F10 PDFBibTeX XMLCite \textit{K.-A. Fu} et al., Stat. Probab. Lett. 184, Article ID 109365, 7 p. (2022; Zbl 1480.91075) Full Text: DOI
Li, Rong; Bi, Xiuchun; Zhang, Shuguang Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. (English) Zbl 1447.62052 Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020). MSC: 62G32 62E20 60F10 PDFBibTeX XMLCite \textit{R. Li} et al., Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020; Zbl 1447.62052) Full Text: DOI
Yin, Cuihong; Lin, X. Sheldon; Huang, Rongtan; Yuan, Haili On the consistency of penalized MLEs for Erlang mixtures. (English) Zbl 1414.62424 Stat. Probab. Lett. 145, 12-20 (2019). MSC: 62P05 62F10 91B30 62H30 PDFBibTeX XMLCite \textit{C. Yin} et al., Stat. Probab. Lett. 145, 12--20 (2019; Zbl 1414.62424) Full Text: DOI
Shen, Xinmei; Xu, Menghao; Mills, Ebenezer Fiifi Emire Atta Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model. (English) Zbl 1337.60033 Stat. Probab. Lett. 114, 6-13 (2016). MSC: 60F10 60K05 91B30 PDFBibTeX XMLCite \textit{X. Shen} et al., Stat. Probab. Lett. 114, 6--13 (2016; Zbl 1337.60033) Full Text: DOI
Yang, Yang; Ignatavičiūtė, Eglė; Šiaulys, Jonas Conditional tail expectation of randomly weighted sums with heavy-tailed distributions. (English) Zbl 1328.60040 Stat. Probab. Lett. 105, 20-28 (2015). MSC: 60E05 60F10 62E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 105, 20--28 (2015; Zbl 1328.60040) Full Text: DOI
Bi, Xiuchun; Zhang, Shuguang Precise large deviations of aggregate claims in a risk model with regression-type size-dependence. (English) Zbl 1281.62223 Stat. Probab. Lett. 83, No. 10, 2248-2255 (2013). MSC: 62P05 60F10 91B30 60J99 PDFBibTeX XMLCite \textit{X. Bi} and \textit{S. Zhang}, Stat. Probab. Lett. 83, No. 10, 2248--2255 (2013; Zbl 1281.62223) Full Text: DOI
Shi, Yafeng; Liu, Peng; Zhang, Chunsheng On the compound Poisson risk model with dependence and a threshold dividend strategy. (English) Zbl 1283.91089 Stat. Probab. Lett. 83, No. 9, 1998-2006 (2013). MSC: 91B30 62H05 60K10 PDFBibTeX XMLCite \textit{Y. Shi} et al., Stat. Probab. Lett. 83, No. 9, 1998--2006 (2013; Zbl 1283.91089) Full Text: DOI
Jiang, Jun; Tang, Qihe The product of two dependent random variables with regularly varying or rapidly varying tails. (English) Zbl 1219.62098 Stat. Probab. Lett. 81, No. 8, 957-961 (2011). MSC: 62H20 62G32 62E20 PDFBibTeX XMLCite \textit{J. Jiang} and \textit{Q. Tang}, Stat. Probab. Lett. 81, No. 8, 957--961 (2011; Zbl 1219.62098) Full Text: DOI
Yang, Hu; Zhang, Zhimin; Lan, Chunmei Ruin problems in a discrete Markov risk model. (English) Zbl 1153.62084 Stat. Probab. Lett. 79, No. 1, 21-28 (2009). MSC: 62P05 60J20 91B30 PDFBibTeX XMLCite \textit{H. Yang} et al., Stat. Probab. Lett. 79, No. 1, 21--28 (2009; Zbl 1153.62084) Full Text: DOI
Asmussen, Søren; Rojas-Nandayapa, Leonardo Asymptotics of sums of lognormal random variables with Gaussian copula. (English) Zbl 1151.60009 Stat. Probab. Lett. 78, No. 16, 2709-2714 (2008). MSC: 60F05 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{L. Rojas-Nandayapa}, Stat. Probab. Lett. 78, No. 16, 2709--2714 (2008; Zbl 1151.60009) Full Text: DOI HAL
Liu, Yan Precise large deviations for negatively associated random variables with consistently varying tails. (English) Zbl 1111.60017 Stat. Probab. Lett. 77, No. 2, 181-189 (2007). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{Y. Liu}, Stat. Probab. Lett. 77, No. 2, 181--189 (2007; Zbl 1111.60017) Full Text: DOI