Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
type: Item
instance of: scholarly article
title: Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
zbMATH Open document ID: 1362.60026
author: Shihang Yu
author: Shuo Zhang
author: Dehui Wang
published in: Journal of Inequalities and Applications
publication date: 2017-04-24T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6707533
zbMATH Keywords: dependent renewal risk model
zbMATH Keywords: large deviations
zbMATH Keywords: aggregate claims
zbMATH Keywords: stopping time
MaRDI profile type: Publication
full work available at URL: s13660-017-1364-5
OpenAlex ID: W2606533994
Wikidata QID: Q33592105
cites work: Q4343010
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cites work: On a risk model with dependence between interclaim arrivals and claim sizes
cites work: On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
cites work: Dependent Risk Models with Bivariate Phase-Type Distributions
cites work: Extremes on the discounted aggregate claims in a time dependent risk model
cites work: Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
cites work: Precise large deviations of aggregate claims in a size-dependent renewal risk model
DOI: 10.1186/S13660-017-1364-5
description: scientific article; zbMATH DE number 6707533