Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364): Difference between revisions

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scientific article; zbMATH DE number 7707287

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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

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instance of

scholarly article

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title

Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (English)

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Statistics \& Probability Letters

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publication date

4 July 2023

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zbMATH Keywords

asymptotics

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large deviations

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compound risk model

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arbitrary dependence

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consistent variation

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1016/j.spl.2023.109809

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cites work

Q4726487

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Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times

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Precise large deviations of aggregate claims in a size-dependent renewal risk model

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Q4343010

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Asymptotic bounds for precise large deviations in a compound risk model under dependence structures

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Asymptotic tail probabilities of sums of dependent subexponential random variables

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Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables

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Large deviations for the stochastic present value of aggregate claims in the renewal risk model

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A large deviation result for aggregate claims with dependent claim occurrences

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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 consistently varying-tailed distributions in the compound renewal risk model

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Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model

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Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims

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A note on a dependent risk model with constant interest rate

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Precise large deviations of aggregate claim amount in a dependent renewal risk model

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Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails

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Large deviations of heavy-tailed sums with applications in insurance

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Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model

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Large deviations for heavy-tailed random sums in compound renewal model

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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 the aggregate claims in a dependent compound renewal risk model

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Basic renewal theorems for random walks with widely dependent increments

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Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models

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Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate

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Precise large deviations for dependent random variables with applications to the compound renewal risk model

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Identifiers

zbMATH Open document ID

1517.60033

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DOI

10.1016/j.spl.2023.109809

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6165364

@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a size-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
+Normal rank
@@ Property / cites work @@
+Asymptotic tail probabilities of sums of dependent subexponential random variables
+Normal rank
@@ Property / cites work @@
+Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
+Normal rank
@@ Property / cites work @@
+Large deviations for the stochastic present value of aggregate claims in the renewal risk model
+Normal rank
@@ Property / cites work @@
+A large deviation result for aggregate claims with dependent claim occurrences
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims
+Normal rank
@@ Property / cites work @@
+A note on a dependent risk model with constant interest rate
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claim amount in a dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed sums with applications in insurance
+Normal rank
@@ Property / cites work @@
+Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+Precise large deviations for the aggregate claims in a dependent compound renewal risk model
+Normal rank
@@ Property / cites work @@
+Basic renewal theorems for random walks with widely dependent increments
+Normal rank
@@ Property / cites work @@
+Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with applications to the compound renewal risk model
+Normal rank