Title: Precise large deviations for sums of upper negatively dependent random variables with consistently varying tails
Abstract: The study on asymptotic behavior of tail probability for the sums of random variables is much popular in actuarial fields,and precise large deviations can exactly characterize it.In this present paper,precise large deviations for determinated sums and random sums of a sequence of identical distributed(not necessarily independent) random variables are considered.The obtained results are as follows: if the random variables with consistently varying tails are upper negatively dependent and have no supportment in the left line,then precise large deviations for determinated sums and random sums all hold.
Publication Year: 2010
Publication Date: 2010-01-01
Language: en
Type: article
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