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Precise large deviations for the aggregate claims in a dependent compound renewal risk model - MaRDI portal

Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032)

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scientific article; zbMATH DE number 7459285
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Precise large deviations for the aggregate claims in a dependent compound renewal risk model
scientific article; zbMATH DE number 7459285

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    Precise large deviations for the aggregate claims in a dependent compound renewal risk model (English)
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    19 January 2022
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    compound renewal risk model
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    precise large deviations
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    the dominated variation class
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    upper tail asymptotically independence
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    pairwise negatively quadrant dependence
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