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Precise Large Deviations for the Actual Aggregate Loss Process - MaRDI portal

Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405)

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Precise Large Deviations for the Actual Aggregate Loss Process
scientific article

    Statements

    title
    Precise Large Deviations for the Actual Aggregate Loss Process (English)
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    author
    Zheng Yan Lin
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    Yi Zhang
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    Xin Mei Shen
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    publication date
    8 October 2009
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    zbMATH Keywords
    consistent variation
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    generalized shot noise process
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    precise large deviation
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    Identifiers

    Mathematics Subject Classification ID
    60F10
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    60G55
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    91B30
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    zbMATH DE Number
    5611034
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    OpenAlex ID
    W2053199019
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