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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Revision as of 00:37, 20 March 2024
scientific article
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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 |
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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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