Article ID Journal Published Year Pages File Type
1152075 Statistics & Probability Letters 2013 8 Pages PDF
Abstract

In this paper, asymptotic lower bounds of precise large deviations for non-random sums and random sums of nonnegative random variables (r.v.s) are derived under some fairly weak conditions. The obtained results are used to derive asymptotic lower bounds of precise large deviations in a multi-risk model. All the results we establish extend and improve the related existing results substantially.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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