Precise large deviations for dependent random variables with applications to the compound renewal risk model
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Publication:370871
DOI10.1216/RMJ-2013-43-4-1395zbMath1276.60030OpenAlexW2039900151MaRDI QIDQ370871
Publication date: 20 September 2013
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.rmjm/1378730054
compound renewal risk modelfinite-time ruin probabilitydominated variationextended negative dependenceprecise large deviations
Asymptotic distribution theory in statistics (62E20) Production models (90B30) Large deviations (60F10)
Related Items (13)
Precise large deviations for compound random sums in the presence of dependence structures ⋮ Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model ⋮ On closure properties of heavy-tailed distributions for random sums ⋮ Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times ⋮ 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 for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails ⋮ Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models ⋮ Precise large deviations for widely orthant dependent random variables with different distributions ⋮ Precise large deviations for widely orthant dependent random variables with dominatedly varying tails ⋮ Precise large deviations for aggregate claims ⋮ Precise large deviations for the aggregate claims in a dependent compound renewal risk model ⋮ Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
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