Large deviation results for generalized compound negative binomial risk models
type: Item
instance of: scholarly article
title: Large deviation results for generalized compound negative binomial risk models
zbMATH Open document ID: 1179.60015
author: Chen Shen
author: Fanchao Kong
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2009-11-13T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5632901
zbMATH Keywords: Poisson process
zbMATH Keywords: negative binomial sequence
zbMATH Keywords: large deviation
zbMATH Keywords: heavy-tailed distribution
zbMATH Keywords: ruin probability
MaRDI profile type: Publication
full work available at URL: s10255-007-7041-6
OpenAlex ID: W2023921162
cites work: On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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cites work: A large deviation result for aggregate claims with dependent claim occurrences
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DOI: 10.1007/S10255-007-7041-6
description: scientific article; zbMATH DE number 5632901