Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
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Publication:2128938
DOI10.1016/j.spl.2022.109440zbMath1484.62127OpenAlexW4213373631WikidataQ115566805 ScholiaQ115566805MaRDI QIDQ2128938
Publication date: 22 April 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2022.109440
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10) Risk models (general) (91B05)
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