Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032)
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scientific article; zbMATH DE number 7459285
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| English | Precise large deviations for the aggregate claims in a dependent compound renewal risk model |
scientific article; zbMATH DE number 7459285 |
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Precise large deviations for the aggregate claims in a dependent compound renewal risk model (English)
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19 January 2022
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compound renewal risk model
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precise large deviations
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the dominated variation class
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upper tail asymptotically independence
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pairwise negatively quadrant dependence
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0.9514264464378356
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0.9451533555984496
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0.9326034784317015
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0.9290531277656556
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0.9258017539978028
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