A large deviation result for aggregate claims with dependent claim occurrences
type: Item
instance of: scholarly article
title: A large deviation result for aggregate claims with dependent claim occurrences
zbMATH Open document ID: 1110.62145
published in: Insurance Mathematics \& Economics
publication date: 2007-05-24T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 5156962
zbMATH Keywords: Consistent variation
zbMATH Keywords: Matuszewska index
zbMATH Keywords: Negative cumulative dependence
zbMATH Keywords: Precise large deviations
zbMATH Keywords: Random sums
zbMATH Keywords: Stop-loss order
author: Rob Kaas
author: Qihe Tang
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.01.004
OpenAlex ID: W2123486001
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DOI: 10.1016/J.INSMATHECO.2005.01.004
description: scientific article; zbMATH DE number 5156962