Precise large deviations of aggregate claims in a size-dependent renewal risk model
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- Precise large deviations for the aggregate claims in a dependent compound renewal risk model
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model
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Cited in
(71)- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
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- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
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