Precise large deviations for compound renewal risk models with negative dependence claims

DOI10.7511/DLLGXB201406015MaRDI QIDQ3193666zbMATH OpenFDO

Authors Lixin Song, Jinghai Feng, Liangliang Yuan, Xinyong Shi

Publication date 28 October 2015

Full work available at URL https://doi.org/10.7511/DLLGXB201406015

zbMATH Keywords

compound renewal risk modelnegative dependenceprecise large deviationsrandom sums

Mathematics Subject Classification ID

Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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