Precise large deviations for aggregate claims (Q2815967): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/03610926.2014.887111
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+W2342125985
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@@ Property / cites work @@
+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Precise large deviation results for the total claim amount under subexponential claim sizes
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+Precise large deviations of aggregate claims in a size-dependent renewal risk model
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+Precise large deviations of random sums in presence of negative dependence and consistent variation
+Normal rank
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+Intermediate Regular and Π Variation
@@ Property / cites work: Intermediate Regular and Π Variation / rank @@
+Normal rank
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+A property of longtailed distributions
@@ Property / cites work: A property of longtailed distributions / rank @@
+Normal rank
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+Negative association of random variables, with applications
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+A large deviation result for aggregate claims with dependent claim occurrences
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+Large deviations of heavy-tailed random sums with applications in insurance and finance
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+Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
+Normal rank
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+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
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+Precise large deviations for dependent random variables with heavy tails
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+Precise large deviations for negatively associated random variables with consistently varying tails
+Normal rank
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+Precise large deviations for long-tailed distributions
+Normal rank
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+Precise large deviations for the prospective-loss process
+Normal rank
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+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
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+Large deviations for heavy-tailed random sums in compound renewal model
+Normal rank
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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@@ Property / cites work @@
+Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
+Normal rank
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+Precise large deviations for compound random sums in the presence of dependence structures
+Normal rank
@@ Property / cites work @@
+Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
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+Precise large deviations for dependent random variables with applications to the compound renewal risk model
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