Precise large deviations for the aggregate claims in a dependent compound renewal risk model
DOI10.1186/S13660-019-2209-1zbMath1499.91024OpenAlexW2977382627MaRDI QIDQ2068032
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/s13660-019-2209-1
compound renewal risk modelprecise large deviationsupper tail asymptotically independencepairwise negatively quadrant dependencethe dominated variation class
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10) Renewal theory (60K05) Risk models (general) (91B05)
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Cites Work
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