Precise Large Deviations for Weighted Sums of Dependen t Random Variables with Long Tailed Distributions
HUA Zhiqiang
ZHANG Chunsheng
Abstract：This paper investigates the tail probabilities of weighted sums of dependent random variables with long tailed distribution in a risk model ,obtains two asymptotic relations for both the partial weighted sums Sn and the random weighted sums S(t) by using the method of precise large deviation under some assumptions ,and extends some existing results under the independent and identically distributed condi -tion.
Keywords：long tailed distributionnegatively dependentrandom weight
Publication Date：2015-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：3( 121-123 )