Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
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Publication:2046237
DOI10.1007/S10255-021-1030-ZzbMath1470.60086OpenAlexW3191638395MaRDI QIDQ2046237
Hui-jie Li, Ke Ang Fu, Xin Mei Shen
Publication date: 17 August 2021
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-021-1030-z
extended regular variationlarge deviationsconsistent variationsize-dependencetwo-dimensional risk model
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