Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (Q6164703)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times |
scientific article; zbMATH DE number 7720156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times |
scientific article; zbMATH DE number 7720156 |
Statements
Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (English)
0 references
28 July 2023
0 references
consistent variation
0 references
extended negative dependence
0 references
Hawkes-type process
0 references
moderate deviation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
