Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables

W He, D Cheng, Y Wang - Statistics & Probability Letters, 2013 - Elsevier
In this paper, asymptotic lower bounds of precise large deviations for non-random sums and
random sums of nonnegative random variables (rvs) are derived under some fairly weak …

Precise large deviations for the aggregate claims in a dependent compound renewal risk model

K Wang, L Chen - Journal of Inequalities and Applications, 2019 - Springer
We consider a dependent compound renewal risk model, where the interarrival times of
accidents and the claim numbers follow a dependence structure characterized by a …

[PDF][PDF] Asymptotic bounds for precise large deviations in a compound risk model under dependence structures

Q Gao, X Liu, C Chai - J. Math. Inequal, 2020 - files.ele-math.com
In the paper, we consider a compound risk model, where all the claim sizes satisfy a
dependence structure, and the accident inter-arrival time and the claim-number of the …

[PDF][PDF] Estimations for aggregate amount of claims in a risk model with arbitrary dependence between claim sizes and inter-arrival times

W Ni, C Xu, K Wang - AIMS Mathematics, 2022 - aimspress.com
This paper considers a compound risk model, in which the individual claim sizes and their
inter-arrival times can be arbitrarily dependent. We mainly investigate the claim sizes are …

[PDF][PDF] Precise large deviations of aggregate claims in a nonstandard risk model with arbitrary dependence between claim sizes and waiting times

Q Gao, W Pan - AIMS Mathematics, 2023 - aimspress.com
Recently, Chen et al.[3] investigated the precise large deviations of aggregate claims in a
renewal risk model with arbitrary dependence between claim sizes and their waiting times …

[引用][C] 二元上尾独立随机变量和的精确大偏差

杨春芝 - 吉林化工学院学报, 2014

[引用][C] 二元相依随机变量和的精确大偏差

杨少华, 于海芳, 华志强 - 江汉大学学报: 自然科学版, 2013

[引用][C] 二元加权相依随机变量和模型中的精确大偏差

于海芳, 吴智华, 王春光, 刘明 - 江汉大学学报: 自然科学版, 2016

[引用][C] 多元风险模型中的长尾END 的精确大偏差下界

薛冬梅, 华志强 - 重庆师范大学学报: 自然科学版, 2016

[引用][C] 长尾加权相依的随机变量和的精确大偏差

华志强, 张春生 - 湖北民族学院学报: 自然科学版, 2015