Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models

DOI10.1155/2014/972029zbMath1474.91159OpenAlexW2126209602WikidataQ59043221 ScholiaQ59043221MaRDI QIDQ1725419

Wen Sheng Wang, Xue-jun Wang, Shi-jie Wang

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/972029

Mathematics Subject Classification ID

Large deviations (60F10) Risk models (general) (91B05) Actuarial mathematics (91G05)

Related Items

Precise large deviations for strong subexponential distributions and applications on a multi risk model

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