Large deviations for a negative binomial risk model based on customer-arrival

DOI10.14182/J.CNKI.1001-2443.2018.01.004MaRDI QIDQ4688059zbMATH OpenFDO

Authors Xin Sun, Yu Duan

Publication date 22 October 2018

Full work available at URL https://doi.org/10.14182/J.CNKI.1001-2443.2018.01.004

zbMATH Keywords

consistently varying tailextended negatively dependentlarge deviation

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• The precise large deviations for a renewal risk model with negatively dependent claims
• Finite time ruin probability and precise large deviations for a customer-based compound binomial risk model
• Large deviation results for generalized compound negative binomial risk models
• Precise large deviations for a customer-based individual risk model
• Precise large deviations for loss process of a new risk model with extended negatively dependent claim sizes

Cited in

(4)

• Precise large deviations for a customer-based individual risk model
• Large deviations for a multi-risk model with compound binomial distribution
• Finite time ruin probability and precise large deviations for a customer-based compound binomial risk model
• Moderate deviations for a risk model based on the customer-arrival process

This page was built for publication: Large deviations for a negative binomial risk model based on customer-arrival

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4688059)