Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims

DOI10.1080/03610926.2018.1484484OpenAlexW2899229690WikidataQ129075648 ScholiaQ129075648MaRDI QIDQ5076883

Bingzhen Geng, Cen Chen, Shi-jie Wang

Publication date: 17 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1484484

zbMATH Keywords

uniformitysubexponential distributiondiscounted aggregate claimconditionally linearly wide dependentconsistently varying tailed

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)

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