Open AccessPrecise large deviations for dependent random variables with applications to the compound renewal risk model
Author(s) -
Yang Yang,
Kaiyong Wang
Publication year - 2013
Publication title -
the rocky mountain journal of mathematics/rocky mountain journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.374
H-Index - 42
eISSN - 1945-3795
pISSN - 0035-7596
DOI - 10.1216/rmj-2013-43-4-1395
Subject(s) - mathematics , risk model , random variable , econometrics , statistics , statistical physics , physics