dominated variation
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scholarly journals Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models

2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
Shijie Wang ◽  
Xuejun Wang ◽  
Wensheng Wang
Keyword(s):  
Large Deviations ◽  
Lower Bounds ◽  
Upper And Lower Bounds ◽  
Random Sums ◽  
Risk Models ◽  
Precise Large Deviations ◽  
Sums Of Random Variables ◽  
Dominated Variation ◽  
Random Array ◽  
Aggregate Claims

We consider a dependent multirisk model in insurance, where all the claims constitute a linearly extended negatively orthant dependent (LENOD) random array, and then upper and lower bounds for precise large deviations of nonrandom and random sums of random variables with dominated variation are investigated. The obtained results extend some related existing ones.

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