A contribution to large deviations for heavy-tailed random sums

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In this paper we consider the large deviations for random sums S(t)=∑N(t)i=1Xi, t≥0, where {Xn, n≥1} are independent, identically distributed and non-negative random variables with a common heavy-tailed distribution function F, and {N(t), t≥0} is a proces
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