Berman, S. M. (1982). Sojourns and extremes of a diffusion process on a fixed interval. Adv. Appl. Prob.
Bingham, N. H., Goldie, C. M. and Teugels, J. L. (1987). Regular Variation. Cambridge University Press.
Cai, J. and Tang, Q. H. (2004). On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. J. Appl. Prob.
Cline, D. B. H. (1994). intermediate regular and Π variation. Proc. Lond. Math. Soc.
Cline, D. B. H. and Hsing, T. (1991). Large deviation probabilities for sums and maxima of random variables with heavy or subexponential tails. Preprint, Texas A&M University.
Denuit, M., Lefèvre, C. and Utev, S. (2002). Measuring the impact of dependence between claims occurrences. Insurance Math. Econom.
Heyde, C. C. (1967). A contribution to the theory of large deviations for sums of independent random variables. Z. Wahrscheinlichkeitsth.
Klüppelberg, C. and Mikosch, T. (1997). Large deviations of heavy-tailed random sums with applications in insurance and finance. J. Appl. Prob.
Nagaev, A. V. (1969). Integral limit theorems for large deviations when Cramer's condition is not fulfilled. I. Theory Prob. Appl.
Nagaev, S. V. (1973). Large deviations for sums of independent random variables. In Trans. Sixth Prague Conf. Inf. Theory Statist. Decision Functions Random Process, Academia, Prague. pp. 657–674.
Nagaev, S. V. (1979). Large deviations of sums of independent random variables. Ann. Prob.
Ng, K. W., Tang, Q. H., Yan, J. A. and Yang, H. L. (2003). Precise large deviations for the prospective loss process. J. Appl. Prob.
Ng., K. W., Tang, Q. H., Yan, J. A. and Yang, H. L. (2004). Precise large deviations for sums of random variables with consistently varying tails. J. Appl. Prob.
Tang, Q. H. and Yan, J. A. (2002). A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails. Sci. China Ser. A.
Tang, Q. H., Su, C., Jiang, T. and Zhang, J. S. (2001). Large deviations for heavy-tailed random sums in compound renewal model. Statist. Prob. Lett.