Precise large deviations for generalized extended negatively dependent compound renewal risk model

DOI10.11721/CQNUJ20160227MaRDI QIDQ2823726zbMATH OpenFDO

Authors Zhiqiang Hua, Chunsheng Zhang

Publication date 6 October 2016

Published in Journal of Chongqing Normal University. Natural Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.11721/CQNUJ20160227

zbMATH Keywords

claim processextended negatively dependenceprecise large deviation

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

Recommendations

• Precise large deviations for generalized dependent compound renewal risk model with consistent variation
• Precise large deviations for compound renewal risk model with negative dependence claims
• The precise large deviations for a renewal risk model with negatively dependent claims
• Precise large deviations for dependent random variables with applications to the compound renewal risk model
• The precise large deviations for a risk model with extended negatively upper orthant dependent claim sizes

Cited in

(9)

• Precise large deviations for generalized dependent compound renewal risk model with consistent variation
• Precise large deviations for claim surplus risk model
• Large deviations for a generalized compound renewal risk model
• Large deviations and finite time ruin probabilities for generalized renewal risk models
• Precise large deviations for compound renewal risk model with negative dependence claims
• Precise large deviations for dependent random variables with applications to the compound renewal risk model
• Precise large deviations for loss process of a new risk model with extended negatively dependent claim sizes
• The precise large deviations for a renewal risk model with negatively dependent claims
• The precise large deviations for a risk model with extended negatively upper orthant dependent claim sizes

This page was built for publication: Precise large deviations for generalized extended negatively dependent compound renewal risk model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2823726)