Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237)
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scientific article; zbMATH DE number 7382609
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| English | Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model |
scientific article; zbMATH DE number 7382609 |
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Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (English)
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17 August 2021
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consistent variation
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extended regular variation
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large deviations
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size-dependence
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two-dimensional risk model
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0.9331267476081848
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0.920870006084442
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0.9155086278915404
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0.9024689197540284
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