Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
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Publication:2979585
DOI10.1080/03610926.2015.1010011zbMath1360.60060OpenAlexW2544210495MaRDI QIDQ2979585
Hui Guo, Chuan-wei Zhang, Shi-jie Wang
Publication date: 25 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1010011
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 of aggregate claims in a risk model with size dependence and non stationary arrivals
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