Precise large deviations of aggregate claim amount in a dependent renewal risk model
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Cites work
- A note on a dependent risk model with constant interest rate
- A property of the renewal counting process with application to the finite-time ruin probability
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- 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
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Precise large deviations for negatively associated random variables with consistently varying tails
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Precise large deviations for sums of random variables with consistently varying tails
- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
- 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
- Subexponential distributions and integrated tails
- Tail asymptotics for the supremum of a random walk when the mean is not finite
- The general principle for precise large deviations of heavy-tailed random sums
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
Cited in
(31)- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
- 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
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
- 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 in a size-dependent renewal risk model
- 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
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
- Precise large deviations for aggregate claims
- Precise large deviations of a claim process in a time-dependent compound renewal risk model
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Precise large deviations of aggregate claims in a size-dependent and delayed risk model with WOD claims
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
- Asymptotic Dependence of Reinsurance Aggregate Claim Amounts
- scientific article; zbMATH DE number 6961560 (Why is no real title available?)
- Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
- Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper orthant dependent claims
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
- Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations of the net loss process in a non-standard two-dimensional risk model
- Precise large deviations for the total net loss process in compound risk model with dependence structures
- Precise large deviations for sub-exponential multivariate sums in t-copula-dependent renewal risk models
- Web renewal counting processes and their applications in insurance
- A large deviation result for aggregate claims with dependent claim occurrences
- Precise large deviation results for the total claim amount under subexponential claim sizes
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