Large Deviations for Heavy-Tailed Random Variables in Prospective-Loss Process

Large Deviations for Heavy-Tailed Random Variables in Prospective-Loss Process

Year:    2009

Author:    Zhenhua Bao

Communications in Mathematical Research , Vol. 25 (2009), Iss. 3 : pp. 223–230

Abstract

In this paper, we study the precise large deviations for the prospective-loss process with consistently varying tails. The obtained results improve some related known ones.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2009-CMR-19329

Communications in Mathematical Research , Vol. 25 (2009), Iss. 3 : pp. 223–230

Published online:    2009-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    8

Keywords:    consistently varying tails large deviations prospective-loss process.

Author Details

Zhenhua Bao