Pages that link to "Item:Q1777552"
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The following pages link to Large deviations for generalized compound Poisson risk models and its bankruptcy moments (Q1777552):
Displaying 5 items.
- Precise large deviations for random sums of END random variables with dominated variation (Q469894) (← links)
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation (Q2258910) (← links)
- Precise large deviations for a customer-based individual risk model (Q2431045) (← links)
- Precise local large deviations for heavy-tailed random sums with applications to risk models (Q4583614) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)