Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364)
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scientific article; zbMATH DE number 7707287
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| English | Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times |
scientific article; zbMATH DE number 7707287 |
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Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (English)
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4 July 2023
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asymptotics
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large deviations
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compound risk model
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arbitrary dependence
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consistent variation
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0.9374606609344482
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0.9047852158546448
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0.9024582505226136
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0.8988860249519348
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