Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/195819 
Year of Publication: 
2018
Citation: 
[Journal:] Risks [ISSN:] 2227-9091 [Volume:] 6 [Issue:] 2 [Publisher:] MDPI [Place:] Basel [Year:] 2018 [Pages:] 1-13
Publisher: 
MDPI, Basel
Abstract: 
The precise large deviations asymptotics for the sums of independent identical random variables when the distribution of the summand belongs to the class S * S* of heavy tailed distributions is studied. Under mild conditions, we extend the previous results from the paper Denisov et al. (2010) to asymptotics that are valid uniformly over some time interval. Finally, we apply the main result on the multi-risk model introduced by Wang and Wang (2007).
Subjects: 
heavy tails
large deviations
multi-risk model
JEL: 
F10
F05
G50
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
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