Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963): Difference between revisions

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+Discrete-Time Risk Models Based on Time Series for Count Random Variables
+Normal rank
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+Precise large deviations for dependent random variables with heavy tails
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+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
+Normal rank
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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 sums of random variables with consistently varying tails
+Normal rank
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+Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
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+Q4379506
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+Normal rank
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+Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
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+Precise large deviations of aggregate claims in a size-dependent renewal risk model
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+Q4391441
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+Normal rank