Large deviations for a generalized compound renewal risk model

MaRDI QIDQ3017290zbMATH OpenFDO

Authors Shan Gao

Publication date 19 July 2011

zbMATH Keywords

heavy-tailed distributionlarge deviationrenewal counting process

Mathematics Subject Classification ID

Large deviations (60F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Large deviations and finite time ruin probabilities for generalized renewal risk models
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• Large deviations for a multi-risk model with compound binomial distribution
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