Abstract
The study of precise large deviations for random sums is an important topic in insurance and finance. In this paper, a more general precise large deviation result for random sums of extended negatively dependent (END) real-valued random variables in the presence of consistent variation is investigated. The obtained results extend the works of Chen and Zhang (2007) [3] and Chen et al. (2011) [2].
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
