Moderate deviations for a risk model based on the customer-arrival process
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Cites work
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3238248 (Why is no real title available?)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
- Explosive Poisson shot noise processes with applications to risk reserves
- Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
- Large deviations of heavy-tailed sums with applications in insurance
- Moderate deviations for random sums of heavy-tailed random variables
- Precise Large Deviations for the Actual Aggregate Loss Process
- Precise large deviations for sums of random variables with consistently varying tails
Cited in
(5)- Web renewal counting processes and their applications in insurance
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
- Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times
- Several properties of a nonstandard renewal counting process and their applications
- Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
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