Journal of Applied Probability, Vol. 48, No. 4 (DECEMBER 2011), pp. 1035-1048 (14 pages) Consider a discrete-time insurance risk model. Within period i, the net insurance loss is denoted by a ...
This paper deals with numerous variants for bounds for probabilities of large deviations of sums of dependent random vectors with values in Banach space. It includes generalization of S. N.