Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper orthant dependent claims (Q5077245)
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scientific article; zbMATH DE number 7528726
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| 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 |
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Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (English)
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18 May 2022
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asymptotics
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large deviation
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compound renewal model
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widely upper orthant dependence
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dominated variation
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0.8712838292121887
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0.8665460348129272
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0.8596681356430054
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0.8559735417366028
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0.8497405052185059
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