Asymptotics for a time-dependent by-claim model with dependent subexponential claims
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Publication:6072271
DOI10.1016/j.insmatheco.2023.07.001zbMath1522.62096OpenAlexW4384564732MaRDI QIDQ6072271
Publication date: 12 October 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.07.001
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)
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