Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables

In this paper, asymptotic lower bounds of precise large deviations for non-random sums and random sums of nonnegative random variables (r.v.s) are derived under some fairly weak conditions. The obtained results are used to derive asymptotic lower bounds of precise large deviations in a multi-risk model. All the results we establish extend and improve the related existing results substantially.

MoreLess

Year of publication:	2013
Authors:	He, Wei ; Cheng, Dongya ; Wang, Yuebao
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 331-338
Publisher:	Elsevier
Subject:	Precise large deviations \| Asymptotic lower bound \| Non-random sums \| Random sums \| Dependence structure

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010593934