Web renewal counting processes and their applications in insurance

DOI10.1186/S13660-018-1854-0zbMath1498.60353OpenAlexW2893969389WikidataQ58581199 ScholiaQ58581199MaRDI QIDQ824803

Shuguang Zhang, Xiuchun Bi, Rong Li

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1854-0

zbMATH Keywords

renewal processesmoderate deviationsdependenceprecise large deviationsweb Markov skeleton processes

Mathematics Subject Classification ID

Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Renewal theory (60K05) Financial and insurance mathematics (aspects of mathematics education) (97M30)

Related Items (1)

Several properties of a nonstandard renewal counting process and their applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
• Moderate deviations for a risk model based on the customer-arrival process
• Web Markov skeleton processes and their applications
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• A large deviation result for aggregate claims with dependent claim occurrences
• Large deviations for random sums of negatively dependent random variables with consistently varying tails
• Precise large deviation results for the total claim amount under subexponential claim sizes
• Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
• Precise large deviations for dependent random variables with heavy tails
• A property of the renewal counting process with application to the finite-time ruin probability
• On the strong law of large numbers for sequences of dependent random variables
• Stochastic interest model based on compound Poisson process and applications in actuarial science
• Moderate deviations for random sums of heavy-tailed random variables
• Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
• Precise large deviations of aggregate claims in a size-dependent renewal risk model
• The general principle for precise large deviations of heavy-tailed random sums
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
• Precise large deviations for aggregate claims
• Precise large deviations of aggregate claim amount in a dependent renewal risk model
• Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
• Precise large deviations for the difference of two sums of END random variables with heavy tails
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• Precise large deviations for sums of random variables with consistently varying tails
• Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
• Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models

This page was built for publication: Web renewal counting processes and their applications in insurance