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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1186/s13660-016-1080-6
+Normal rank
@@ Property / OpenAlex ID @@
+W2406567777
@@ Property / OpenAlex ID: W2406567777 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q59467567
@@ Property / Wikidata QID: Q59467567 / rank @@
+Normal rank
@@ 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