Precise large deviations for aggregate claims
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- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
Cites work
- A large deviation result for aggregate claims with dependent claim occurrences
- A property of longtailed distributions
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Intermediate Regular and Π Variation
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Negative association of random variables, with applications
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Precise large deviations for compound random sums in the presence of dependence structures
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Precise large deviations for dependent random variables with applications to the compound renewal risk model
- Precise large deviations for dependent random variables with heavy tails
- Precise large deviations for long-tailed distributions
- Precise large deviations for negatively associated random variables with consistently varying tails
- Precise large deviations for sums of random variables with consistently varying tails
- Precise large deviations for the prospective-loss process
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Some Concepts of Dependence
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
Cited in
(11)- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
- Several properties of a nonstandard renewal counting process and their applications
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper orthant dependent claims
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
- Vector-type precise large deviations for a nonstandard multidimensional risk model with some arbitrary dependence structures
- Web renewal counting processes and their applications in insurance
- A large deviation result for aggregate claims with dependent claim occurrences
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