A large deviation result for aggregate claims with dependent claim occurrences

DOI10.1016/j.insmatheco.2005.01.004zbMath1110.62145OpenAlexW2123486001MaRDI QIDQ882851

Rob Kaas, Qi-he Tang

Publication date: 24 May 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.01.004

zbMATH Keywords

Matuszewska indexConsistent variationNegative cumulative dependencePrecise large deviationsRandom sumsStop-loss order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10)

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