Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes

DOI10.7153/jmi-2021-15-95zbMath1493.62581OpenAlexW3217315299MaRDI QIDQ5028925

Yongfang Cui, Kai Yong Wang

Publication date: 11 February 2022

Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/jmi-2021-15-95

zbMATH Keywords

Lévy processdominatedly varying taildiscounted aggregate claimsupper tail asymptotic independent claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10) Risk models (general) (91B05)

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