Precise large deviations for a customer-based individual risk model
From MaRDI portal
Publication:2431045
DOI10.1007/S10255-011-0050-5zbMath1216.91015OpenAlexW2147633171MaRDI QIDQ2431045
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
precise large deviationsfinite time ruin probability(extended) regular variationindividual risk models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Precise large deviations for negatively associated random variables with consistently varying tails
- A large deviation result for aggregate claims with dependent claim occurrences
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
- Precise large deviations for dependent random variables with heavy tails
- Large deviations for generalized compound Poisson risk models and its bankruptcy moments
- Precise Large Deviations for the Actual Aggregate Loss Process
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Precise large deviations for the prospective-loss process
- Precise large deviations for sums of random variables with consistently varying tails
- 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
This page was built for publication: Precise large deviations for a customer-based individual risk model