Moderate deviations for a risk model based on the customer-arrival process (Q654486): Difference between revisions

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+Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2011.08.024
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+W2029509677
@@ Property / OpenAlex ID: W2029509677 / rank @@
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@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
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@@ Property / cites work @@
+Moderate deviations for random sums of heavy-tailed random variables
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@@ Property / cites work @@
+Explosive Poisson shot noise processes with applications to risk reserves
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed sums with applications in insurance
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@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise Large Deviations for the Actual Aggregate Loss Process
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@@ Property / cites work @@
+Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
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