Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963): Difference between revisions

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+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
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+G55
@@ Property / Mathematics Subject Classification ID: 60G55 / rank @@
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+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / zbMATH DE Number @@
+6588113
@@ Property / zbMATH DE Number: 6588113 / rank @@
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@@ Property / zbMATH Keywords @@
+large deviations
@@ Property / zbMATH Keywords: large deviations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+moderate deviations
@@ Property / zbMATH Keywords: moderate deviations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discrete-time risk model
@@ Property / zbMATH Keywords: discrete-time risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Poisson ARCH process
@@ Property / zbMATH Keywords: Poisson ARCH process / rank @@
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+https://doi.org/10.1186/s13660-016-1080-6
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@@ Property / cites work @@
+Discrete-Time Risk Models Based on Time Series for Count Random Variables
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
+Normal rank
@@ Property / cites work @@
+Q4379506
@@ Property / cites work: Q4379506 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a size-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:289963