Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times
From MaRDI portal
Publication:2667602
Recommendations
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- The precise large deviations of a bidimensional risk model based on customer arrival
Cites work
- An Introduction to the Theory of Point Processes
- Dependent Risk Models with Bivariate Phase-Type Distributions
- Extremes on the discounted aggregate claims in a time dependent risk model
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
- Large Deviations of Poisson Cluster Processes
- Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
- Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
- Spectra of some self-exciting and mutually exciting point processes
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Subexponentiality of the product of independent random variables
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
Cited in
(12)- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- The precise large deviations of a bidimensional risk model based on customer arrival
- scientific article; zbMATH DE number 7266812 (Why is no real title available?)
- Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals
- scientific article; zbMATH DE number 7694531 (Why is no real title available?)
- Precise large deviations of aggregate claims in bidimensional risk model with dependence structures
- Precise large deviations of the net loss process in a non-standard two-dimensional risk model
- Vector-type precise large deviations for a nonstandard multidimensional risk model with some arbitrary dependence structures
This page was built for publication: Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2667602)
