Precise large deviations for a customer-based individual risk model

DOI10.1007/S10255-011-0050-5MaRDI QIDQ2431045zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

precise large deviations(extended) regular variationfinite time ruin probabilityindividual risk models

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Finite time ruin probability and precise large deviations for a customer-based compound binomial risk model
• Precise large deviations for the prospective-loss process
• Precise Large Deviations for the Actual Aggregate Loss Process
• Precise large deviations for a risk process based on the entrance process of the insured
• Large deviations for a negative binomial risk model based on customer-arrival

Cites work

• scientific article; zbMATH DE number 5732473 (Why is no real title available?)
• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1122116 (Why is no real title available?)
• A large deviation result for aggregate claims with dependent claim occurrences
• Large deviations for generalized compound Poisson risk models and its bankruptcy moments
• Large deviations for heavy-tailed random sums in compound renewal model
• Large deviations for random sums of negatively dependent random variables with consistently varying tails
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
• Precise Large Deviations for the Actual Aggregate Loss Process
• Precise large deviation results for the total claim amount under subexponential claim sizes
• Precise large deviations for dependent random variables with heavy tails
• 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 quadrant dependent random variables belonging to the \(\mathcal{D}\) class
• Precise large deviations for sums of random variables with consistently varying tails
• Precise large deviations for the prospective-loss process
• Probability Inequalities for Sums of Independent Random Variables

Cited in

(7)

• Precise large deviations for the prospective-loss process
• Finite time ruin probability and precise large deviations for a customer-based compound binomial risk model
• Precise large deviations for a risk process based on the entrance process of the insured
• 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
• Moderate deviations for a risk model based on the customer-arrival process
• Precise Large Deviations for the Actual Aggregate Loss Process

This page was built for publication: Precise large deviations for a customer-based individual risk model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431045)