Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2013.06.009 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1963921820 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential Behavior in the Presence of Dependence in Risk Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes on the discounted aggregate claims in a time dependent risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependent Risk Models with Bivariate Phase-Type Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise large deviation results for the total claim amount under subexponential claim sizes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a risk model with dependence between interclaim arrivals and claim sizes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise large deviations of aggregate claims in a size-dependent renewal risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: A large deviation result for aggregate claims with dependent claim occurrences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations of heavy-tailed random sums with applications in insurance and finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A property of the renewal counting process with application to the finite-time ruin probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the strong law of large numbers for sequences of dependent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The general principle for precise large deviations of heavy-tailed random sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise large deviations for dependent random variables with heavy tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Web Markov skeleton processes and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4925775 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise large deviations for the prospective-loss process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise large deviations for sums of random variables with consistently varying tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models / rank
 
Normal rank

Latest revision as of 08:42, 7 July 2024

scientific article
Language Label Description Also known as
English
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
scientific article

    Statements

    Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (English)
    0 references
    0 references
    0 references
    19 February 2014
    0 references
    web Markov skeleton process
    0 references
    consistent variations
    0 references
    dependence
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references