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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Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
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    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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    21 March 2023
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    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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