Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims
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Publication:5077245
DOI10.1080/03610926.2019.1586931OpenAlexW2926604664MaRDI QIDQ5077245
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Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1586931
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics (62-XX) Large deviations (60F10)
Related Items (2)
Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times ⋮ Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
Cites Work
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