Precise large deviations of a claim process in a time-dependent compound renewal risk model (Q2923745)

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scientific article; zbMATH DE number 6364307
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Precise large deviations of a claim process in a time-dependent compound renewal risk model
scientific article; zbMATH DE number 6364307

    Statements

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    3 November 2014
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    large deviations
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    risk model
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    time-dependent
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    heavy-tailed distribution
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    Precise large deviations of a claim process in a time-dependent compound renewal risk model (English)
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