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Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation

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  • Shijie Wang
  • Wensheng Wang

Abstract

The study of precise large deviations of random sums is an important topic in insurance and finance. In this paper, extended precise large deviations of random sums in the presence of END structure and consistent variation are investigated. The obtained results extend those of Chen and Zhang (2007) and Chen et al. (2011). As an application, precise large deviations of the prospective- loss process of a quasirenewal model are considered.

Suggested Citation

  • Shijie Wang & Wensheng Wang, 2012. "Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-12, March.
    • Handle: RePEc:hin:jnljam:436531
    DOI: 10.1155/2012/436531
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