Precise large deviations for generalized dependent compound renewal risk model with consistent variation
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Publication:2258910
DOI10.1007/S11464-013-0350-6zbMath1328.62079OpenAlexW2010610900MaRDI QIDQ2258910
Yu Chen, Chun Su, Weiping Zhang
Publication date: 27 February 2015
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-013-0350-6
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
Related Items (2)
Precise local large deviations for heavy-tailed random sums with applications to risk models ⋮ Precise large deviations for the aggregate claims in a dependent compound renewal risk model
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