Precise large deviations for strong subexponential distributions and applications on a multi risk model

Fotios Loukissas

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 20, 5175-5190

Abstract: We investigate the asymptotic relations for sums of independent identically distributed random variables when the distribution function belongs to the heavy tailed S* class. Also, we investigate if the asymptotic relation of large deviations holds, when the relation between x and n is linear, for all subexponential tailed distribution functions using the example of Weibull distribution. Finally, we apply the main result on the multi risk model it was introduced in Wang and Wang (2007).

Date: 2019
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2018.1508717 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5175-5190

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2018.1508717

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().