Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation
نویسندگان
چکیده
The study of precise large deviations of random sums is an important topic in insurance and finance. In this paper, extended precise large deviations of random sums in the presence of END structure and consistent variation are investigated. The obtained results extend those of Chen and Zhang 2007 and Chen et al. 2011 . As an application, precise large deviations of the prospectiveloss process of a quasirenewal model are considered.
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ورودعنوان ژورنال:
- J. Applied Mathematics
دوره 2012 شماره
صفحات -
تاریخ انتشار 2012