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

DOI10.1016/j.insmatheco.2012.06.010zbMath1284.60057MaRDI QIDQ2445359

Yiqing Chen, Kam-Chuen Yuen

Publication date: 14 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.06.010

zbMATH Keywords

large deviations; renewal counting process; dependence; consistent variation; aggregate claims

Mathematics Subject Classification ID

60F10: Large deviations

60K05: Renewal theory

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Uses Software

• QRM

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