Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245)

From MaRDI portal
scientific article; zbMATH DE number 7528726
Language Label Description Also known as
English
Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims
scientific article; zbMATH DE number 7528726

    Statements

    Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (English)
    0 references
    18 May 2022
    0 references
    asymptotics
    0 references
    large deviation
    0 references
    compound renewal model
    0 references
    widely upper orthant dependence
    0 references
    dominated variation
    0 references
    0 references
    0 references
    0 references

    Identifiers

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