Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871)
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scientific article; zbMATH DE number 6209844
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| English | Precise large deviations for dependent random variables with applications to the compound renewal risk model |
scientific article; zbMATH DE number 6209844 |
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Precise large deviations for dependent random variables with applications to the compound renewal risk model (English)
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20 September 2013
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precise large deviations
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extended negative dependence
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dominated variation
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compound renewal risk model
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finite-time ruin probability
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0.97210187
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0.96952355
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0.96071243
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0.9602063
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0.9598409
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0.9594859
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0.94670653
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