Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times

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Publication:2657010

DOI10.1016/J.INSMATHECO.2020.12.003zbMath1460.91215OpenAlexW3114983986MaRDI QIDQ2657010

Toby White, Yiqing Chen, Kam-Chuen Yuen

Publication date: 17 March 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.12.003




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