A large deviation result for aggregate claims with dependent claim occurrences (Q882851)

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scientific article; zbMATH DE number 5156962
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A large deviation result for aggregate claims with dependent claim occurrences
scientific article; zbMATH DE number 5156962

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    A large deviation result for aggregate claims with dependent claim occurrences (English)
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    24 May 2007
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    Consistent variation
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    Matuszewska index
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    Negative cumulative dependence
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    Precise large deviations
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    Random sums
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    Stop-loss order
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