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

@@ Property / author @@
-Shuo Zhang
@@ Property / author: Shuo Zhang / rank @@
-Normal rank
@@ Property / author @@
-De-Hui Wang
@@ Property / author: De-Hui Wang / rank @@
-Normal rank
@@ Property / author @@
+Shuo Zhang
@@ Property / author: Shuo Zhang / rank @@
+Normal rank
@@ Property / author @@
+De-Hui Wang
@@ Property / author: De-Hui Wang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K05
@@ Property / Mathematics Subject Classification ID: 60K05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6707533
@@ Property / zbMATH DE Number: 6707533 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dependent renewal risk model
@@ Property / zbMATH Keywords: dependent renewal risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large deviations
@@ Property / zbMATH Keywords: large deviations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+aggregate claims
@@ Property / zbMATH Keywords: aggregate claims / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stopping time
@@ Property / zbMATH Keywords: stopping time / rank @@
+Normal rank
@@ 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/s13660-017-1364-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2606533994
@@ Property / OpenAlex ID: W2606533994 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q33592105
@@ Property / Wikidata QID: Q33592105 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential Behavior in the Presence of Dependence in Risk Theory
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
+Normal rank
@@ Property / cites work @@
+Dependent Risk Models with Bivariate Phase-Type Distributions
+Normal rank
@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a size-dependent renewal risk model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:523905