Precise large deviations of aggregate loss process in a risk model based on the policy entrance process (Q261675): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G55
@@ Property / Mathematics Subject Classification ID: 60G55 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6560281
@@ Property / zbMATH DE Number: 6560281 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large deviations
@@ Property / zbMATH Keywords: large deviations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk model
@@ Property / zbMATH Keywords: risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+aggregate loss process
@@ Property / zbMATH Keywords: aggregate loss process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-homogeneous Poisson process
@@ Property / zbMATH Keywords: non-homogeneous Poisson process / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A contribution to the theory of large deviations for sums of independent random variables
+Normal rank
@@ Property / cites work @@
+On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+A new risk model based on policy entrance process and its weak convergence properties
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed sums with applications in insurance
+Normal rank
@@ Property / cites work @@
+Precise large deviations for the prospective-loss process
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+A contribution to large deviations for heavy-tailed random sums
+Normal rank
@@ Property / cites work @@
+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
+Normal rank
@@ Property / cites work @@
+A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
+Normal rank
@@ Property / cites work @@
+Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:261675