Zamparo, Marco Large fluctuations and transport properties of the Lévy-Lorentz gas. (English) Zbl 1516.60018 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 2, 621-661 (2023). MSC: 60F10 60F15 60G50 60K37 60K50 82C41 82C70 PDFBibTeX XMLCite \textit{M. Zamparo}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 2, 621--661 (2023; Zbl 1516.60018) Full Text: DOI arXiv
Chen, Zhenlong; Liu, Yang; Fu, Ke-Ang Precise large deviations for a bidimensional risk model with the regression dependent structure. (Chinese. English summary) Zbl 1524.60059 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 3, 934-942 (2022). MSC: 60F10 91G05 PDFBibTeX XMLCite \textit{Z. Chen} et al., Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 3, 934--942 (2022; Zbl 1524.60059) Full Text: Link
Wang, Shijie; Gao, Yu Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1510.91066 Lith. Math. J. 62, No. 4, 542-552 (2022). MSC: 91B05 60F10 60K10 PDFBibTeX XMLCite \textit{S. Wang} and \textit{Y. Gao}, Lith. Math. J. 62, No. 4, 542--552 (2022; Zbl 1510.91066) Full Text: DOI
Zamparo, Marco Statistical fluctuations under resetting: rigorous results. (English) Zbl 1509.60159 J. Phys. A, Math. Theor. 55, No. 48, Article ID 484001, 50 p. (2022). MSC: 60K05 60F05 60F10 60F15 60J55 82C41 PDFBibTeX XMLCite \textit{M. Zamparo}, J. Phys. A, Math. Theor. 55, No. 48, Article ID 484001, 50 p. (2022; Zbl 1509.60159) Full Text: DOI arXiv
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
Zamparo, Marco Critical fluctuations in renewal models of statistical mechanics. (English) Zbl 1490.60238 J. Math. Phys. 62, No. 11, Article ID 113301, 13 p. (2021). MSC: 60K05 82B20 82B23 PDFBibTeX XMLCite \textit{M. Zamparo}, J. Math. Phys. 62, No. 11, Article ID 113301, 13 p. (2021; Zbl 1490.60238) Full Text: DOI arXiv
Fu, Ke-ang; Shen, Xin-mei; Li, Hui-jie Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model. (English) Zbl 1470.60086 Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539-547 (2021). MSC: 60F10 91G05 60K05 PDFBibTeX XMLCite \textit{K.-a. Fu} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539--547 (2021; Zbl 1470.60086) Full Text: DOI
Chen, Yiqing; White, Toby; Yuen, Kam Chuen Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1460.91215 Insur. Math. Econ. 97, 1-6 (2021). MSC: 91G05 60F10 60G50 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 97, 1--6 (2021; Zbl 1460.91215) Full Text: DOI
Dorea, Chang Yu; Ferreira, Débora B.; Oliveira, Magno A. Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks. (English) Zbl 1467.62070 Braz. J. Probab. Stat. 34, No. 4, 858-867 (2020). MSC: 62G32 60F10 60K20 62P30 PDFBibTeX XMLCite \textit{C. Y. Dorea} et al., Braz. J. Probab. Stat. 34, No. 4, 858--867 (2020; Zbl 1467.62070) Full Text: DOI Euclid
Gao, Qingwu; Liu, Xijun; Chai, Chunhong Asymptotic bounds for precise large deviations in a compound risk model under dependence structures. (English) Zbl 1466.60058 J. Math. Inequal. 14, No. 4, 1067-1082 (2020). MSC: 60F10 62P05 91G40 PDFBibTeX XMLCite \textit{Q. Gao} et al., J. Math. Inequal. 14, No. 4, 1067--1082 (2020; Zbl 1466.60058) Full Text: DOI
Klesov, O. I.; Steinebach, J. G. On preserving the limit points of corresponding objects. (English) Zbl 1442.26003 J. Math. Anal. Appl. 486, No. 2, Article ID 123916, 8 p. (2020). MSC: 26A12 40A05 PDFBibTeX XMLCite \textit{O. I. Klesov} and \textit{J. G. Steinebach}, J. Math. Anal. Appl. 486, No. 2, Article ID 123916, 8 p. (2020; Zbl 1442.26003) Full Text: DOI
Li, Rong; Bi, Xiuchun; Zhang, Shuguang Several properties of a nonstandard renewal counting process and their applications. (English) Zbl 1445.60067 J. Syst. Sci. Complex. 33, No. 1, 122-136 (2020). MSC: 60K05 PDFBibTeX XMLCite \textit{R. Li} et al., J. Syst. Sci. Complex. 33, No. 1, 122--136 (2020; Zbl 1445.60067) Full Text: DOI
Gao, Qingwu; Liu, Xijun Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force. (English) Zbl 1499.91021 Filomat 33, No. 1, 65-79 (2019). MSC: 91B05 60F10 PDFBibTeX XMLCite \textit{Q. Gao} and \textit{X. Liu}, Filomat 33, No. 1, 65--79 (2019; Zbl 1499.91021) Full Text: DOI
Lu, Dawei; Song, Lixin; Li, Fuqi Uniform asymptotics for discounted aggregate claims in dependent multi-risk model. (English) Zbl 07530624 Commun. Stat., Theory Methods 48, No. 4, 781-793 (2019). MSC: 91B30 60G51 60K05 PDFBibTeX XMLCite \textit{D. Lu} et al., Commun. Stat., Theory Methods 48, No. 4, 781--793 (2019; Zbl 07530624) Full Text: DOI
Cheng, Zailei; Seol, Youngsoo Precise deviations for Cox processes with a shot noise intensity. (English) Zbl 07529893 Commun. Stat., Theory Methods 48, No. 23, 5850-5861 (2019). MSC: 60G55 60F05 60F10 62-XX PDFBibTeX XMLCite \textit{Z. Cheng} and \textit{Y. Seol}, Commun. Stat., Theory Methods 48, No. 23, 5850--5861 (2019; Zbl 07529893) Full Text: DOI arXiv
Loukissas, Fotios Precise large deviations for strong subexponential distributions and applications on a multi risk model. (English) Zbl 07529847 Commun. Stat., Theory Methods 48, No. 20, 5175-5190 (2019). MSC: 60F10 60F05 60G50 62-XX PDFBibTeX XMLCite \textit{F. Loukissas}, Commun. Stat., Theory Methods 48, No. 20, 5175--5190 (2019; Zbl 07529847) Full Text: DOI
Li, Rong; Bi, Xiuchun; Zhang, Shuguang Web renewal counting processes and their applications in insurance. (English) Zbl 1498.60353 J. Inequal. Appl. 2018, Paper No. 260, 15 p. (2018). MSC: 60K20 60K05 60K10 60F10 97M30 PDFBibTeX XMLCite \textit{R. Li} et al., J. Inequal. Appl. 2018, Paper No. 260, 15 p. (2018; Zbl 1498.60353) Full Text: DOI
Lu, Dawei; Song, Lixin; Li, Henan Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation. (English) Zbl 1508.60037 Commun. Stat., Theory Methods 47, No. 19, 4791-4807 (2018). MSC: 60F10 60G50 62E20 PDFBibTeX XMLCite \textit{D. Lu} et al., Commun. Stat., Theory Methods 47, No. 19, 4791--4807 (2018; Zbl 1508.60037) Full Text: DOI
Shen, Xin-mei; Fu, Ke-ang; Zhong, Xue-ting Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model. (English) Zbl 1424.60029 Appl. Math., Ser. B (Engl. Ed.) 33, No. 4, 491-502 (2018). MSC: 60F10 60G50 60K05 62P05 91B30 PDFBibTeX XMLCite \textit{X.-m. Shen} et al., Appl. Math., Ser. B (Engl. Ed.) 33, No. 4, 491--502 (2018; Zbl 1424.60029) Full Text: DOI
Zhang, Qiuying; Cheng, Fengyang Precise local large deviations for heavy-tailed random sums with applications to risk models. (English) Zbl 1416.91228 Scand. Actuar. J. 2018, No. 5, 450-463 (2018). MSC: 91B30 60F10 62G32 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{F. Cheng}, Scand. Actuar. J. 2018, No. 5, 450--463 (2018; Zbl 1416.91228) Full Text: DOI arXiv
Fu, Ke-Ang; Li, Jie Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals. (English) Zbl 1390.60103 Commun. Stat., Theory Methods 47, No. 3, 698-707 (2018). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Li}, Commun. Stat., Theory Methods 47, No. 3, 698--707 (2018; Zbl 1390.60103) Full Text: DOI
Gao, Miaomiao; Wang, Kaiyong; Chen, Lamei Precise large deviations for widely orthant dependent random variables with different distributions. (English) Zbl 1388.60068 J. Inequal. Appl. 2018, Paper No. 21, 18 p. (2018). MSC: 60F10 62E20 60E05 PDFBibTeX XMLCite \textit{M. Gao} et al., J. Inequal. Appl. 2018, Paper No. 21, 18 p. (2018; Zbl 1388.60068) Full Text: DOI
Shen, Xinmei; Niu, Yuqing; Tian, Hailan Precise large deviations for sums of random vectors with dependent components of consistently varying tails. (English) Zbl 1367.60021 Front. Math. China 12, No. 3, 711-732 (2017). MSC: 60F10 60G50 60G70 62H99 62P05 PDFBibTeX XMLCite \textit{X. Shen} et al., Front. Math. China 12, No. 3, 711--732 (2017; Zbl 1367.60021) Full Text: DOI
Liu, Xijun; Yu, Changjun; Gao, Qingwu Precise large deviations of aggregate claim amount in a dependent renewal risk model. (English) Zbl 1360.60063 Commun. Stat., Theory Methods 46, No. 5, 2354-2363 (2017). MSC: 60F10 62P05 91B30 PDFBibTeX XMLCite \textit{X. Liu} et al., Commun. Stat., Theory Methods 46, No. 5, 2354--2363 (2017; Zbl 1360.60063) Full Text: DOI
Hua, Zhiqiang; Song, Lixin; Lu, Dawei; Qi, Xiaomeng Precise large deviations for the difference of two sums of END random variables with heavy tails. (English) Zbl 1360.60062 Commun. Stat., Theory Methods 46, No. 2, 736-746 (2017). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{Z. Hua} et al., Commun. Stat., Theory Methods 46, No. 2, 736--746 (2017; Zbl 1360.60062) Full Text: DOI
Song, Lixin; Hua, Zhiqiang; Lu, Dawei; Qi, Xiaomeng Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails. (English) Zbl 1360.60065 Commun. Stat., Theory Methods 46, No. 4, 2013-2028 (2017). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{L. Song} et al., Commun. Stat., Theory Methods 46, No. 4, 2013--2028 (2017; Zbl 1360.60065) Full Text: DOI
Guo, Hui; Wang, Shijie; Zhang, Chuanwei Precise large deviations of aggregate claims in a compound size-dependent renewal risk model. (English) Zbl 1360.60060 Commun. Stat., Theory Methods 46, No. 3, 1107-1116 (2017). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{H. Guo} et al., Commun. Stat., Theory Methods 46, No. 3, 1107--1116 (2017; Zbl 1360.60060) Full Text: DOI
Wang, Wensheng Large deviations for sums of random vectors attracted to operator semi-stable laws. (English) Zbl 1368.60029 J. Theor. Probab. 30, No. 1, 64-84 (2017). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60F10 60G50 60E07 60K40 60F05 PDFBibTeX XMLCite \textit{W. Wang}, J. Theor. Probab. 30, No. 1, 64--84 (2017; Zbl 1368.60029) Full Text: DOI
Masuyama, Hiroyuki A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications. (English) Zbl 1358.90033 Ann. Oper. Res. 247, No. 1, 65-95 (2016). MSC: 90B22 60J20 PDFBibTeX XMLCite \textit{H. Masuyama}, Ann. Oper. Res. 247, No. 1, 65--95 (2016; Zbl 1358.90033) Full Text: DOI arXiv
Shen, Xinmei; Tian, Hailan Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails. (English) Zbl 1349.60075 Commun. Stat., Theory Methods 45, No. 21, 6357-6368 (2016). MSC: 60G50 62P05 60F10 PDFBibTeX XMLCite \textit{X. Shen} and \textit{H. Tian}, Commun. Stat., Theory Methods 45, No. 21, 6357--6368 (2016; Zbl 1349.60075) Full Text: DOI
Yang, Yang; Sha, Liwei Precise large deviations for aggregate claims. (English) Zbl 1342.60039 Commun. Stat., Theory Methods 45, No. 10, 2801-2809 (2016). MSC: 60F10 60K05 60G50 60E15 62H20 91B30 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{L. Sha}, Commun. Stat., Theory Methods 45, No. 10, 2801--2809 (2016; Zbl 1342.60039) Full Text: DOI
Lu, Dawei; Song, Lixin; Zhang, Tao Large deviations for sum of UEND and \(\phi\)-mixing random variables with heavy tails. (English) Zbl 1339.60022 Commun. Stat., Theory Methods 45, No. 7, 2118-2129 (2016). MSC: 60F10 60F05 PDFBibTeX XMLCite \textit{D. Lu} et al., Commun. Stat., Theory Methods 45, No. 7, 2118--2129 (2016; Zbl 1339.60022) Full Text: DOI
Yu, Shihang Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process. (English) Zbl 1338.60088 J. Inequal. Appl. 2016, Paper No. 140, 10 p. (2016). MSC: 60F10 60G55 62J05 91B30 PDFBibTeX XMLCite \textit{S. Yu}, J. Inequal. Appl. 2016, Paper No. 140, 10 p. (2016; Zbl 1338.60088) Full Text: DOI
Lu, Dawei; Song, Lixin; Wang, Xiaohu Precise large deviation for the difference of two sums of random variables. (English) Zbl 1336.60058 Commun. Stat., Theory Methods 45, No. 2, 291-306 (2016). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{D. Lu} et al., Commun. Stat., Theory Methods 45, No. 2, 291--306 (2016; Zbl 1336.60058) 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
Naudts, Jan; Suyari, Hiroki Large deviation estimates involving deformed exponential functions. (English) Zbl 1400.60040 Physica A 436, 716-728 (2015). MSC: 60F10 PDFBibTeX XMLCite \textit{J. Naudts} and \textit{H. Suyari}, Physica A 436, 716--728 (2015; Zbl 1400.60040) Full Text: DOI arXiv Link
Tang, Fengqin; Li, Zehui; Chen, Jinyuan Precise large deviations of aggregate loss process in a risk model based on the policy entrance process. (English) Zbl 1334.60033 Rocky Mt. J. Math. 45, No. 6, 2023-2042 (2015). MSC: 60F10 60G55 91B30 62P05 PDFBibTeX XMLCite \textit{F. Tang} et al., Rocky Mt. J. Math. 45, No. 6, 2023--2042 (2015; Zbl 1334.60033) Full Text: DOI Euclid
Jing, Bing-Yi; Wang, Qiying; Zhou, Wang Cramér-type moderate deviation for Studentized compound Poisson sum. (English) Zbl 1358.60046 J. Theor. Probab. 28, No. 4, 1556-1570 (2015). MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{B.-Y. Jing} et al., J. Theor. Probab. 28, No. 4, 1556--1570 (2015; Zbl 1358.60046) Full Text: DOI
Lu, Dawei; Song, Lixin; Xu, Ying Precise large deviations for sums of independent random variables with consistently varying tails. (English) Zbl 1398.60046 Commun. Stat., Theory Methods 43, No. 1, 28-43 (2014). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{D. Lu} et al., Commun. Stat., Theory Methods 43, No. 1, 28--43 (2014; Zbl 1398.60046) Full Text: DOI
Chen, Yu; Zhang, Weiping; Su, Chun Precise large deviations for generalized dependent compound renewal risk model with consistent variation. (English) Zbl 1328.62079 Front. Math. China 9, No. 1, 31-44 (2014). MSC: 62E20 60G70 91B30 PDFBibTeX XMLCite \textit{Y. Chen} et al., Front. Math. China 9, No. 1, 31--44 (2014; Zbl 1328.62079) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. (English) Zbl 1337.60034 Lith. Math. J. 53, No. 4, 448-470 (2013). MSC: 60F10 60G55 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., Lith. Math. J. 53, No. 4, 448--470 (2013; Zbl 1337.60034) Full Text: DOI
Chen, Yu; Qu, Zhihui Precise large deviations for random sums of END random variables with dominated variation. (English) Zbl 1298.60034 ISRN Appl. Math. 2013, Article ID 936301, 10 p. (2013). MSC: 60F10 91B30 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Z. Qu}, ISRN Appl. Math. 2013, Article ID 936301, 10 p. (2013; Zbl 1298.60034) 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
Wang, Shijie; Wang, Wensheng Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models. (English) Zbl 1285.60025 Commun. Stat., Theory Methods 42, No. 24, 4444-4459 (2013). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{S. Wang} and \textit{W. Wang}, Commun. Stat., Theory Methods 42, No. 24, 4444--4459 (2013; Zbl 1285.60025) Full Text: DOI
Yang, Yang; Wang, Kaiyong Precise large deviations for dependent random variables with applications to the compound renewal risk model. (English) Zbl 1276.60030 Rocky Mt. J. Math. 43, No. 4, 1395-1414 (2013). MSC: 60F10 62E20 90B30 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{K. Wang}, Rocky Mt. J. Math. 43, No. 4, 1395--1414 (2013; Zbl 1276.60030) Full Text: DOI Euclid
Borovkov, Alexander A.; Borovkov, Konstantin A. An extension of the concept of slowly varying function with applications to large deviation limit theorems. (English) Zbl 1270.60031 Shiryaev, Albert N. (ed.) et al., Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. Berlin: Springer (ISBN 978-3-642-33548-8/hbk; 978-3-642-33549-5/ebook). Springer Proceedings in Mathematics & Statistics 33, 127-139 (2013). MSC: 60F10 26A12 PDFBibTeX XMLCite \textit{A. A. Borovkov} and \textit{K. A. Borovkov}, Springer Proc. Math. Stat. 33, 127--139 (2013; Zbl 1270.60031) Full Text: DOI arXiv
Wang, Shijie; Wang, Xuejun Precise large deviations for random sums of END real-valued random variables with consistent variation. (English) Zbl 1263.60022 J. Math. Anal. Appl. 402, No. 2, 660-667 (2013). MSC: 60F10 PDFBibTeX XMLCite \textit{S. Wang} and \textit{X. Wang}, J. Math. Anal. Appl. 402, No. 2, 660--667 (2013; Zbl 1263.60022) Full Text: DOI
Chen, Yiqing; Yuen, Kam C. Precise large deviations of aggregate claims in a size-dependent renewal risk model. (English) Zbl 1284.60057 Insur. Math. Econ. 51, No. 2, 457-461 (2012). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. C. Yuen}, Insur. Math. Econ. 51, No. 2, 457--461 (2012; Zbl 1284.60057) Full Text: DOI
Yang, Yang; Liu, Jie; Cang, Yuquan Large deviations for random sums of differences between two sequences of random variables with applications to risk theory. (English) Zbl 1278.60057 J. Inequal. Appl. 2012, Paper No. 248, 9 p. (2012). MSC: 60F10 62E20 62P05 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Inequal. Appl. 2012, Paper No. 248, 9 p. (2012; Zbl 1278.60057) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Precise large deviations for compound random sums in the presence of dependence structures. (English) Zbl 1268.60036 Comput. Math. Appl. 64, No. 6, 2074-2083 (2012). MSC: 60F10 60K05 PDFBibTeX XMLCite \textit{Y. Yang} et al., Comput. Math. Appl. 64, No. 6, 2074--2083 (2012; Zbl 1268.60036) Full Text: DOI
Loukissas, Fotis Precise large deviations for long-tailed distributions. (English) Zbl 1259.60031 J. Theor. Probab. 25, No. 4, 913-924 (2012). MSC: 60F10 60K05 PDFBibTeX XMLCite \textit{F. Loukissas}, J. Theor. Probab. 25, No. 4, 913--924 (2012; Zbl 1259.60031) Full Text: DOI
Wang, Kaiyong; Yang, Yang; Lin, Jinguan Precise large deviations for widely orthant dependent random variables with dominatedly varying tails. (English) Zbl 1255.60042 Front. Math. China 7, No. 5, 919-932 (2012). MSC: 60F10 62E20 PDFBibTeX XMLCite \textit{K. Wang} et al., Front. Math. China 7, No. 5, 919--932 (2012; Zbl 1255.60042) Full Text: DOI
Lu, Dawei Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model. (English) Zbl 1246.91064 Stat. Probab. Lett. 82, No. 7, 1242-1250 (2012). MSC: 91B30 62P05 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{D. Lu}, Stat. Probab. Lett. 82, No. 7, 1242--1250 (2012; Zbl 1246.91064) Full Text: DOI
Wang, Shijie; Wang, Wensheng Extended precise large deviations of random sums in the presence of END structure and consistent variation. (English) Zbl 1236.60031 J. Appl. Math. 2012, Article ID 436531, 12 p. (2012). MSC: 60F10 PDFBibTeX XMLCite \textit{S. Wang} and \textit{W. Wang}, J. Appl. Math. 2012, Article ID 436531, 12 p. (2012; Zbl 1236.60031) Full Text: DOI
Shen, Xinmei; Zhang, Yi Moderate deviations for a risk model based on the customer-arrival process. (English) Zbl 1229.91166 Stat. Probab. Lett. 82, No. 1, 116-122 (2012). MSC: 91B30 60F10 60G55 PDFBibTeX XMLCite \textit{X. Shen} and \textit{Y. Zhang}, Stat. Probab. Lett. 82, No. 1, 116--122 (2012; Zbl 1229.91166) Full Text: DOI
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. (English) Zbl 1275.91075 Appl. Stoch. Models Bus. Ind. 27, No. 3, 290-300 (2011). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Chen} et al., Appl. Stoch. Models Bus. Ind. 27, No. 3, 290--300 (2011; Zbl 1275.91075) Full Text: DOI
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. Precise large deviations of random sums in presence of negative dependence and consistent variation. (English) Zbl 1242.60027 Methodol. Comput. Appl. Probab. 13, No. 4, 821-833 (2011). MSC: 60F10 60E15 60H20 PDFBibTeX XMLCite \textit{Y. Chen} et al., Methodol. Comput. Appl. Probab. 13, No. 4, 821--833 (2011; Zbl 1242.60027) Full Text: DOI
Konstantinides, Dimitrios G.; Loukissas, Fotis Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions. (English) Zbl 1315.60035 Commun. Stat., Theory Methods 40, No. 19-20, 3663-3671 (2011). MSC: 60F10 60F05 60K05 PDFBibTeX XMLCite \textit{D. G. Konstantinides} and \textit{F. Loukissas}, Commun. Stat., Theory Methods 40, No. 19--20, 3663--3671 (2011; Zbl 1315.60035) Full Text: DOI
Barbe, Ph.; McCormick, W. P. Veraverbeke’s theorem at large: on the maximum of some processes with negative drift and heavy tail innovations. (English) Zbl 1226.60064 Extremes 14, No. 1, 63-125 (2011). MSC: 60G50 60K30 62P05 62M10 60F10 60G22 60G70 PDFBibTeX XMLCite \textit{Ph. Barbe} and \textit{W. P. McCormick}, Extremes 14, No. 1, 63--125 (2011; Zbl 1226.60064) Full Text: DOI arXiv
Lu, Dawei Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model. (English) Zbl 1232.91353 Stat. Probab. Lett. 81, No. 12, 1911-1919 (2011). MSC: 91B30 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{D. Lu}, Stat. Probab. Lett. 81, No. 12, 1911--1919 (2011; Zbl 1232.91353) Full Text: DOI
Ma, Xue-Min Precise large deviations for a customer-based individual risk model. (English) Zbl 1216.91015 Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 209-222 (2011). MSC: 91B30 60F10 PDFBibTeX XMLCite \textit{X.-M. Ma}, Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 209--222 (2011; Zbl 1216.91015) Full Text: DOI
Konstantinides, D. G.; Loukissas, F. Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model. (English) Zbl 1283.60045 Lith. Math. J. 50, No. 4, 391-400 (2010). MSC: 60F10 60F05 60K05 91B30 PDFBibTeX XMLCite \textit{D. G. Konstantinides} and \textit{F. Loukissas}, Lith. Math. J. 50, No. 4, 391--400 (2010; Zbl 1283.60045) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Local precise large deviations for sums of random variables with \(O\)-regularly varying densities. (English) Zbl 1196.60043 Stat. Probab. Lett. 80, No. 19-20, 1559-1567 (2010). MSC: 60F10 60G50 62E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 80, No. 19--20, 1559--1567 (2010; Zbl 1196.60043) Full Text: DOI
Liu, Li Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails. (English) Zbl 1196.60040 Sci. China, Math. 53, No. 6, 1421-1434 (2010). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{L. Liu}, Sci. China, Math. 53, No. 6, 1421--1434 (2010; Zbl 1196.60040) Full Text: DOI
Shen, Xin-Mei; Lin, Zheng-Yan; Zhang, Yi Precise large deviations for the actual aggregate loss process. (English) Zbl 1175.60022 Stochastic Anal. Appl. 27, No. 5, 1000-1013 (2009). MSC: 60F10 60G55 91B30 PDFBibTeX XMLCite \textit{X.-M. Shen} et al., Stochastic Anal. Appl. 27, No. 5, 1000--1013 (2009; Zbl 1175.60022) Full Text: DOI
Liu, Li Precise large deviations for dependent random variables with heavy tails. (English) Zbl 1163.60012 Stat. Probab. Lett. 79, No. 9, 1290-1298 (2009). MSC: 60F10 PDFBibTeX XMLCite \textit{L. Liu}, Stat. Probab. Lett. 79, No. 9, 1290--1298 (2009; Zbl 1163.60012) Full Text: DOI
Chen, Yiqing; Yuen, Kam C. Sums of pairwise quasi-asymptotically independent random variables with consistent variation. (English) Zbl 1181.62011 Stoch. Models 25, No. 1, 76-89 (2009). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 62E20 60G50 62G32 62H20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. C. Yuen}, Stoch. Models 25, No. 1, 76--89 (2009; Zbl 1181.62011) Full Text: DOI
Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. (English) Zbl 1164.60006 Extremes 11, No. 3, 261-279 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F05 62P05 PDFBibTeX XMLCite \textit{A. Aleškevičiené} et al., Extremes 11, No. 3, 261--279 (2008; Zbl 1164.60006) Full Text: DOI
Lin, Jianxi Some Blackwell-type renewal theorems for weighted renewal functions. (English) Zbl 1154.60346 J. Appl. Probab. 45, No. 4, 972-993 (2008). MSC: 60K05 60E05 26A12 PDFBibTeX XMLCite \textit{J. Lin}, J. Appl. Probab. 45, No. 4, 972--993 (2008; Zbl 1154.60346) Full Text: DOI
Shen, Xinmei; Lin, Zhengyan Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails. (English) Zbl 1154.60316 Stat. Probab. Lett. 78, No. 18, 3222-3229 (2008). MSC: 60F10 PDFBibTeX XMLCite \textit{X. Shen} and \textit{Z. Lin}, Stat. Probab. Lett. 78, No. 18, 3222--3229 (2008; Zbl 1154.60316) Full Text: DOI
Denisov, D.; Dieker, A. B.; Shneer, V. Large deviations for random walks under subexponentiality: The big-jump domain. (English) Zbl 1155.60019 Ann. Probab. 36, No. 5, 1946-1991 (2008). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60G50 60F10 60E05 PDFBibTeX XMLCite \textit{D. Denisov} et al., Ann. Probab. 36, No. 5, 1946--1991 (2008; Zbl 1155.60019) Full Text: DOI arXiv
Jiang, Tao Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities. (English) Zbl 1149.91037 Sci. China, Ser. A 51, No. 7, 1257-1265 (2008). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G70 62P05 PDFBibTeX XMLCite \textit{T. Jiang}, Sci. China, Ser. A 51, No. 7, 1257--1265 (2008; Zbl 1149.91037) Full Text: DOI
Robert, Christian Y.; Segers, Johan Tails of random sums of a heavy-tailed number of light-tailed terms. (English) Zbl 1154.60032 Insur. Math. Econ. 43, No. 1, 85-92 (2008). Reviewer: Michael Högele (Berlin) MSC: 60G50 60A10 91B30 PDFBibTeX XMLCite \textit{C. Y. Robert} and \textit{J. Segers}, Insur. Math. Econ. 43, No. 1, 85--92 (2008; Zbl 1154.60032) Full Text: DOI arXiv
Baltrūnas, Aleksandras; Leipus, Remigijus; Šiaulys, Jonas Precise large deviation results for the total claim amount under subexponential claim sizes. (English) Zbl 1145.60018 Stat. Probab. Lett. 78, No. 10, 1206-1214 (2008). MSC: 60F10 91B30 PDFBibTeX XMLCite \textit{A. Baltrūnas} et al., Stat. Probab. Lett. 78, No. 10, 1206--1214 (2008; Zbl 1145.60018) Full Text: DOI HAL
Lin, Jianxi The general principle for precise large deviations of heavy-tailed random sums. (English) Zbl 1140.60313 Stat. Probab. Lett. 78, No. 6, 749-758 (2008). MSC: 60F10 PDFBibTeX XMLCite \textit{J. Lin}, Stat. Probab. Lett. 78, No. 6, 749--758 (2008; Zbl 1140.60313) Full Text: DOI
Chen, Yu; Zhang, Weiping Large deviations for random sums of negatively dependent random variables with consistently varying tails. (English) Zbl 1117.60025 Stat. Probab. Lett. 77, No. 5, 530-538 (2007). MSC: 60F10 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{W. Zhang}, Stat. Probab. Lett. 77, No. 5, 530--538 (2007; Zbl 1117.60025) Full Text: DOI
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
Wang, Yue Bao; Wang, Kai Yong; Cheng, Dong Ya Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails. (English) Zbl 1114.60027 Acta Math. Sin., Engl. Ser. 22, No. 6, 1725-1734 (2006). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{Y. B. Wang} et al., Acta Math. Sin., Engl. Ser. 22, No. 6, 1725--1734 (2006; Zbl 1114.60027) Full Text: DOI
Kaas, Rob; Tang, Qihe A large deviation result for aggregate claims with dependent claim occurrences. (English) Zbl 1110.62145 Insur. Math. Econ. 36, No. 3, 251-259 (2005). MSC: 62P05 60F10 60E15 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{Q. Tang}, Insur. Math. Econ. 36, No. 3, 251--259 (2005; Zbl 1110.62145) Full Text: DOI
Tang, Qihe Asymptotics for the finite time ruin probability in the renewal model with consistent variation. (English) Zbl 1130.60312 Stoch. Models 20, No. 3, 281-297 (2004). MSC: 60K05 60F10 60K10 PDFBibTeX XMLCite \textit{Q. Tang}, Stoch. Models 20, No. 3, 281--297 (2004; Zbl 1130.60312) Full Text: DOI
Cai, Jun; Tang, Qihe On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. (English) Zbl 1054.60012 J. Appl. Probab. 41, No. 1, 117-130 (2004). Reviewer: Neculai Curteanu (Iaşi) MSC: 60E05 60B15 91B30 PDFBibTeX XMLCite \textit{J. Cai} and \textit{Q. Tang}, J. Appl. Probab. 41, No. 1, 117--130 (2004; Zbl 1054.60012) Full Text: DOI