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

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

zbMATH Keywords

dependenceweb Markov skeleton processconsistent variations

Mathematics Subject Classification ID

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