Precise large deviations for a multidimensional risk model with regression dependence structure

DOI10.1017/S0269964823000220MaRDI QIDQ6965251zbMATH OpenFDO

Authors Yang Liu, Ke-Ang Fu, Zhenlong Chen

Publication date 3 July 2025

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

consistently varying tailprecise large deviationsregression dependencemultidimensional risk model

Mathematics Subject Classification ID

Large deviations (60F10) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

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