Pages that link to "Item:Q2978999"
From MaRDI portal
The following pages link to Precise large deviations of aggregate claim amount in a dependent renewal risk model (Q2978999):
Displaying 8 items.
- Web renewal counting processes and their applications in insurance (Q824803) (← links)
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables (Q2067852) (← links)
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
- Several properties of a nonstandard renewal counting process and their applications (Q2179651) (← links)
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← links)
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)
