Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
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Publication:2435745
DOI10.1016/J.SPL.2013.06.009zbMath1281.62223OpenAlexW1963921820MaRDI QIDQ2435745
Publication date: 19 February 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.009
Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10) Markov processes (60J99)
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