ASYMPTOTIC LOWER BOUNDS OF LARGE DEVIATION FOR SUMS OF UPPER TAIL ASYMPTOTIC INDEPENDENT RANDOM VARIABLES

This paper investigates the asymptotic lower bounds of large deviation for random variable sums of the upper tail asymptotic independent random variables with long tailed in a multirisk model. By using the classic method of large deviation, we obtain some expressions of random and nonrandom sums, which extend the corresponding independent and identically distributed results.