Precise large deviations for compound random sums in the presence of dependence structures
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Publication:356108
DOI10.1016/j.camwa.2012.04.003zbMath1268.60036OpenAlexW2014641284MaRDI QIDQ356108
Remigijus Leipus, Jonas Šiaulys, Yang Yang
Publication date: 25 July 2013
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2012.04.003
compound renewal risk modelcompound random sumsdominated variationextended negative dependenceprecise large deviations
Related Items (9)
Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims ⋮ Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force ⋮ Revisiting the product of random variables ⋮ 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 ⋮ Precise large deviations of aggregate claims in a compound size-dependent renewal risk model ⋮ Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models ⋮ Precise large deviations for aggregate claims ⋮ Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
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