Precise large deviations for the prospective-loss process
From MaRDI portal
Recommendations
- Precise Large Deviations for the Actual Aggregate Loss Process
- Precise large deviations for a customer-based individual risk model
- Precise large deviations for a risk process based on the entrance process of the insured
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
Cites work
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1122116 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large deviations of heavy-tailed sums with applications in insurance
- Large deviations results for subexponential tails, with applications to insurance risk
Cited in
(33)- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
- Extended precise large deviations of random sums in the presence of END structure and consistent variation
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
- Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities
- Approximating the departure process from aG/G/1 loss system
- Precise local large deviations for heavy-tailed random sums with applications to risk models
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure
- Precise large deviations for aggregate claims
- Stochastic projection for large individual losses
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
- The precise large deviations of a bidimensional risk model based on customer arrival
- Precise large deviations for a risk process based on the entrance process of the insured
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise Large Deviations for the Actual Aggregate Loss Process
- Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
- Precise large deviations for compound random sums in the presence of dependence structures
- Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Moderate deviations for a risk model based on the customer-arrival process
- Ruin probability of the renewal model with risky investment and large claims
- Maxima of sums and random sums for negatively associated random variables with heavy tails
- Precise large deviations for negatively associated random variables with consistently varying tails
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
- Precise large deviations for a customer-based individual risk model
This page was built for publication: Precise large deviations for the prospective-loss process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4435681)
