Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
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Publication:2694880
DOI10.1007/S10474-023-01311-ZOpenAlexW4360980741MaRDI QIDQ2694880
Publication date: 4 April 2023
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10474-023-01311-z
dominated variationprecise large deviationmultidimensional risk modelaggregate claim vectorarbitrary dependence and extended negative dependence
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