时间相依复合更新风险模型中#br# 索赔过程的精细大偏差

DOI10.6040/J.ISSN.1671-9352.0.2013.348zbMath1313.91080OpenAlexW2898938880MaRDI QIDQ2923745

Fengqin Tang, Jian-Ming Bai

Publication date: 3 November 2014

Full work available at URL: http://lxbwk.njournal.sdu.edu.cn/CN/abstract/abstract2347.shtml

zbMATH Keywords

large deviationsheavy-tailed distributionrisk modeltime-dependent

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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