Precise Large Deviations for Subexponential Distributions in a Multi Risk Model
The precise large deviations asymptotics for the sums of independent identical random variables when the distribution of the summand belongs to the class S ∗ of heavy tailed distributions is studied. Under mild conditions, we extend the previous results from the paper Denisov et al. (2010) t...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-03-01
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| Series: | Risks |
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| Online Access: | http://www.mdpi.com/2227-9091/6/2/27 |