Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process

DOI10.1186/S13660-019-2142-3zbMath1499.60073OpenAlexW2954903266WikidataQ127593786 ScholiaQ127593786MaRDI QIDQ2067938

Yiqing Chen

Publication date: 19 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-019-2142-3

zbMATH Keywords

counterexamplerenewal counting processdependenceprecise large deviationssubexponential classaggregate amount of claims

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10) Renewal theory (60K05)

Related Items (1)

Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times

Cites Work

• Unnamed Item
• Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
• Characterizations on heavy-tailed distributions by means of hazard rate.
• Precise large deviations of aggregate claims in a size-dependent renewal risk model
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• Applied Probability and Queues
• Large deviations for heavy-tailed random sums in compound renewal model

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