Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871): Difference between revisions
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Property / author: Yang Yang / rank | |||
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Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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Property / Mathematics Subject Classification ID: 90B30 / rank | |||
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Property / zbMATH DE Number: 6209844 / rank | |||
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precise large deviations | |||
Property / zbMATH Keywords: precise large deviations / rank | |||
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extended negative dependence | |||
Property / zbMATH Keywords: extended negative dependence / rank | |||
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dominated variation | |||
Property / zbMATH Keywords: dominated variation / rank | |||
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compound renewal risk model | |||
Property / zbMATH Keywords: compound renewal risk model / rank | |||
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finite-time ruin probability | |||
Property / zbMATH Keywords: finite-time ruin probability / rank | |||
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Revision as of 09:23, 29 June 2023
scientific article
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English | Precise large deviations for dependent random variables with applications to the compound renewal risk model |
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Precise large deviations for dependent random variables with applications to the compound renewal risk model (English)
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20 September 2013
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precise large deviations
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extended negative dependence
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dominated variation
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compound renewal risk model
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finite-time ruin probability
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