Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
scientific article

    Statements

    Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (English)
    0 references
    0 references
    0 references
    22 April 2022
    0 references
    renewal risk model
    0 references
    sub-exponential distribution
    0 references
    large deviations
    0 references
    semi-Markov type dependence structure
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references