Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process (Q523905): Difference between revisions

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+https://doi.org/10.1186/s13660-017-1364-5
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+Q4343010
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+Dependent Risk Models with Bivariate Phase-Type Distributions
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+Extremes on the discounted aggregate claims in a time dependent risk model
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Precise large deviations of aggregate claims in a size-dependent renewal risk model
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