Precise large deviations of aggregate claims in a risk model with regression-type size-dependence

From MaRDI portal
Revision as of 22:06, 2 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2435745

DOI10.1016/j.spl.2013.06.009zbMath1281.62223OpenAlexW1963921820MaRDI QIDQ2435745

Shuguang Zhang, Xiuchun Bi

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.009



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (17)

Web renewal counting processes and their applications in insurancePrecise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structureReversible reshaping of supported metal nanoislands under reaction conditions in a minimalistic lattice modelLarge deviations for the discounted aggregate claims in time-dependent risk model with constant interest forceSeveral properties of a nonstandard renewal counting process and their applicationsPrecise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk modelLarge deviations for sums of claims in a general renewal risk model with the regression dependent structurePrecise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting timesTail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk modelPrecise large deviations of aggregate claims in a compound size-dependent renewal risk modelUnnamed ItemStatistical analysis of nonlinear processes based on penalty factorPrecise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivalsQuality-relevant fault detection and diagnosis for hot strip mill process with multi-specification and multi-batch measurementsMultimode process monitoring based on data-driven methodPrecise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk modelThe exponential moment tail of inhomogeneous renewal process



Cites Work


This page was built for publication: Precise large deviations of aggregate claims in a risk model with regression-type size-dependence