Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (Q2692198): Difference between revisions

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English	Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times	scientific article

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scholarly article

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title

Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times (English)

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Lithuanian Mathematical Journal

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publication date

21 March 2023

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zbMATH Keywords

precise large deviation

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compound renewal risk model

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dominatedly varying tail

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dependence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10986-022-09581-w

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cites work

Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model

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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 risk model with regression-type size-dependence

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Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times

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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

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Q4343010

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An Introduction to Heavy-Tailed and Subexponential Distributions

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Precise large deviations of aggregate claims in a compound size-dependent renewal risk model

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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

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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

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Precise large deviations for long-tailed distributions

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Precise large deviations for dependent regularly varying sequences

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Precise large deviations for the prospective-loss process

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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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Insensitivity to negative dependence of the asymptotic behavior of precise large deviations

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Precise large deviations for compound random sums in the presence of dependence structures

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Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model

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Precise large deviations for aggregate claims

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Precise large deviations for dependent random variables with applications to the compound renewal risk model

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10986-022-09581-W

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Sitelinks

Mathematics(1 entry)

mardi Publication:2692198

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+Shi-jie Wang
@@ Property / author: Shi-jie Wang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
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+W4307862153
@@ Property / OpenAlex ID: W4307862153 / 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 deviation results for the total claim amount under subexponential claim sizes
+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 with arbitrary dependence between claim sizes and waiting times
+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
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Heavy-Tailed and Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+A large deviation result for aggregate claims with dependent claim occurrences
+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 consistently varying-tailed distributions in the compound renewal risk model
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Precise large deviations for negatively associated random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Precise large deviations for long-tailed distributions
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent regularly varying sequences
+Normal rank
@@ Property / cites work @@
+Precise large deviations for the prospective-loss process
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
+Normal rank
@@ Property / cites work @@
+Precise large deviations for compound random sums in the presence of dependence structures
+Normal rank
@@ Property / cites work @@
+Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
+Normal rank
@@ Property / cites work @@
+Precise large deviations for aggregate claims
@@ Property / cites work: Precise large deviations for aggregate claims / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with applications to the compound renewal risk model
+Normal rank
@@ Property / DOI @@
+.1007/S10986-022-09581-W
@@ Property / DOI: 10.1007/S10986-022-09581-W / rank @@
+Normal rank