Precise large deviations for a customer-based individual risk model
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Publication:2431045
DOI10.1007/S10255-011-0050-5zbMATH Open1216.91015OpenAlexW2147633171MaRDI QIDQ2431045FDOQ2431045
Authors: Xue-Min Ma 
Publication date: 8 April 2011
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-011-0050-5
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precise large deviations(extended) regular variationfinite time ruin probabilityindividual risk models
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- Precise large deviations for the prospective-loss process
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- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
- Probability Inequalities for Sums of Independent Random Variables
- Large deviations for heavy-tailed random sums in compound renewal model
- A large deviation result for aggregate claims with dependent claim occurrences
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Cited In (7)
- Large deviations for a negative binomial risk model based on customer-arrival
- Precise large deviations for a discrete risk model with random income and heavy-tailed distributions
- Precise large deviations for a risk process based on the entrance process of the insured
- Precise Large Deviations for the Actual Aggregate Loss Process
- Moderate deviations for a risk model based on the customer-arrival process
- Precise large deviations for the prospective-loss process
- Finite time ruin probability and precise large deviations for a customer-based compound binomial risk model
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