Precise large deviations of sums of widely dependent random variables and its applications


Abstract in English

In this paper, we obtain some results on precise large deviations for non-random and random sums of widely dependent random variables with common dominatedly varying tail distribution or consistently varying tail distribution on $(-infty,infty)$. Then we apply the results to reinsurance and insurance and give some asymptotic estimates on proportional reinsurance, random-time ruin probability and the finite-time ruin probability.

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