Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010)
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scientific article; zbMATH DE number 7324201
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| English | Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times |
scientific article; zbMATH DE number 7324201 |
Statements
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (English)
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17 March 2021
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asymptotics
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consistent variation
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dependence
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renewal counting process
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uniformity
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0.9545093
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0.95411634
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0.94053125
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0.9376244
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0.93447953
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0.9323145
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0.9309826
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0.92741835
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0.9233065
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