Finite time ruin probabilities and large deviations for generalized compound binomial risk models

DOI10.1007/S10114-004-0487-ZzbMath1081.60511OpenAlexW2096910160MaRDI QIDQ2581246

Hu, Yijun

Publication date: 9 January 2006

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-004-0487-z

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)

Related Items (2)

Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails ⋮ Large deviation results for generalized compound negative binomial risk models

Cites Work

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• Ruin probabilities in the compound binomial model
• Aspects of risk theory
• Discounted probabilities and ruin theory in the compound binomial model
• A contribution to large deviations for heavy-tailed random sums
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• Large deviations for heavy-tailed random sums in compound renewal model

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