PRECISE LARGE DEVIATIONS FOR AGGREGATE LOSS PROCESS IN A MULTI-RISK MODEL

DOI10.4134/JKMS.2015.52.3.447zbMath1315.60037MaRDI QIDQ5253395

Fengqin Tang, Jian-Ming Bai

Publication date: 22 May 2015

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=412631

zbMATH Keywords

large deviationsheavy-tailed distributionrenewal processnon-homogeneous Poisson processmulti-risk modelloss process

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Related Items (1)

Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force

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