Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spl.2023.109809 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPL.2023.109809 / rank | |||
Normal rank | |||
Latest revision as of 19:03, 30 December 2024
scientific article; zbMATH DE number 7707287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times |
scientific article; zbMATH DE number 7707287 |
Statements
Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (English)
0 references
4 July 2023
0 references
asymptotics
0 references
large deviations
0 references
compound risk model
0 references
arbitrary dependence
0 references
consistent variation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
