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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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