Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation. (8th March 2012)
- Record Type:
- Journal Article
- Title:
- Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation. (8th March 2012)
- Main Title:
- Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation
- Authors:
- Wang, Shijie
Wang, Wensheng - Other Names:
- Hu Ying U. Academic Editor.
- Abstract:
- Abstract : The study of precise large deviations of random sums is an important topic in insurance and finance. In this paper, extended precise large deviations of random sums in the presence of END structure and consistent variation are investigated. The obtained results extend those of Chen and Zhang (2007) and Chen et al. (2011). As an application, precise large deviations of the prospective- loss process of a quasirenewal model are considered.
- Is Part Of:
- Journal of applied mathematics. Volume 2012(2012)
- Journal:
- Journal of applied mathematics
- Issue:
- Volume 2012(2012)
- Issue Display:
- Volume 2012, Issue 2012 (2012)
- Year:
- 2012
- Volume:
- 2012
- Issue:
- 2012
- Issue Sort Value:
- 2012-2012-2012-0000
- Page Start:
- Page End:
- Publication Date:
- 2012-03-08
- Subjects:
- Mathematics -- Periodicals
519.05 - Journal URLs:
- https://www.hindawi.com/journals/jam/ ↗
- DOI:
- 10.1155/2012/436531 ↗
- Languages:
- English
- ISSNs:
- 1110-757X
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 10623.xml