Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6418866 | Journal of Mathematical Analysis and Applications | 2013 | 8 Pages |
Abstract
The study of precise large deviations for random sums is an important topic in insurance and finance. In this paper, a more general precise large deviation result for random sums of extended negatively dependent (END) real-valued random variables in the presence of consistent variation is investigated. The obtained results extend the works of Chen and Zhang (2007) [3] and Chen et al. (2011) [2].
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Shijie Wang, Xuejun Wang,