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

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+Q4726487
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+Q5525727
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+A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
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+Moderate deviations for random sums of heavy-tailed random variables
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+Explosive Poisson shot noise processes with applications to risk reserves
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+Large deviations of heavy-tailed sums with applications in insurance
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+Precise large deviations for sums of random variables with consistently varying tails
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+Q3771297
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+Precise Large Deviations for the Actual Aggregate Loss Process
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+Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
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