Precise Large Deviations for the Actual Aggregate Loss Process
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Publication:3182405
DOI10.1080/07362990903136512zbMath1175.60022OpenAlexW2053199019MaRDI QIDQ3182405
Yi Zhang, Zheng Yan Lin, Xin Mei Shen
Publication date: 8 October 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990903136512
Related Items (5)
Precise deviations for Cox processes with a shot noise intensity ⋮ Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model ⋮ Precise large deviations for a customer-based individual risk model ⋮ Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity ⋮ Moderate deviations for a risk model based on the customer-arrival process
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