Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585): Difference between revisions

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-Shi-jie Wang
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+Shi-jie Wang
@@ Property / author: Shi-jie Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2015.1010011
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@@ Property / OpenAlex ID @@
+W2544210495
@@ Property / OpenAlex ID: W2544210495 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a size-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Precise large deviations of random sums in presence of negative dependence and consistent variation
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+Large deviations for random sums of negatively dependent random variables with consistently varying tails
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+A contribution to the theory of large deviations for sums of independent random variables
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+On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
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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
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Precise large deviations for dependent random variables with heavy tails
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+Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
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+Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
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+Large deviations of sums of independent random variables
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+Precise large deviations for sums of random variables with consistently varying tails
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+Large deviations for heavy-tailed random sums in compound renewal model
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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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+Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
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+Precise large deviations for random sums of END real-valued random variables with consistent variation
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+Precise large deviations for compound random sums in the presence of dependence structures
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