Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times
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Publication:2667602
DOI10.1016/J.SPL.2022.109365zbMath1480.91075OpenAlexW4205898495WikidataQ114130482 ScholiaQ114130482MaRDI QIDQ2667602
Yang Liu, Jiang-Feng Wang, Ke Ang Fu
Publication date: 4 March 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2022.109365
large deviationbidimensional risk modeldominated variationarbitrary dependencenon-stationary arrival
Related Items (2)
Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals ⋮ Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
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