Precise large deviations for aggregate claims
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Publication:2815967
DOI10.1080/03610926.2014.887111zbMath1342.60039OpenAlexW2342125985MaRDI QIDQ2815967
Publication date: 30 June 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.887111
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Related Items (4)
Web renewal counting processes and their applications in insurance ⋮ Several properties of a nonstandard renewal counting process and their applications ⋮ Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times ⋮ Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
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