Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745): Difference between revisions

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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Extremes on the discounted aggregate claims in a time dependent risk model
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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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+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 Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
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