Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times

From MaRDI portal
Publication:2692198

DOI10.1007/s10986-022-09581-wOpenAlexW4307862153MaRDI QIDQ2692198

Yu Gao, Shi-jie Wang

Publication date: 21 March 2023

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-022-09581-w




Related Items (2)



Cites Work


This page was built for publication: Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times