Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
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Publication:889470
DOI10.1007/s10986-013-9221-9zbMath1337.60034OpenAlexW1989062618MaRDI QIDQ889470
Yang Yang, Jonas Šiaulys, Remigijus Leipus
Publication date: 6 November 2015
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-013-9221-9
large deviationsnegative dependenceshot noiseconsistent variationactual aggregate loss processcompound customer-arrival-based insurance risk model
Related Items (4)
Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times ⋮ Unnamed Item ⋮ On the evaluation of risk models with bivariate integer-valued time series ⋮ The exponential moment tail of inhomogeneous renewal process
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