CSpace

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
Precise large deviations for sums of random variables with consistently varying tails 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2004, 卷号: 41, 期号: 1, 页码: 93-107
Authors:  Ng, KW;  Tang, QH;  Yan, JA;  Yang, HL
Favorite  |  View/Download:7/0  |  Submit date:2018/07/30
consistently varying tail  doubly stochastic process  heavy tail  Matuszewska index  negative association  precise large deviations  random sums  
Precise large deviations for the prospective-loss process 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2003, 卷号: 40, 期号: 2, 页码: 391-400
Authors:  Ng, KW;  Tang, QH;  Yan, JA;  Yang, HL
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
insurance risk model  point process  precise large deviation  subexponentiality