Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (Q4638736)
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scientific article; zbMATH DE number 6865513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals |
scientific article; zbMATH DE number 6865513 |
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Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (English)
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27 April 2018
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consistent variation
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Hawkes process
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large deviation
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non stationary arrival process
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size dependence
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0.96845376
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0.95965844
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0.9530774
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0.95148826
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0.9505537
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0.94903183
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0.9477029
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0.94636196
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0.9451468
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