Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
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Publication:2692198
DOI10.1007/s10986-022-09581-wOpenAlexW4307862153MaRDI QIDQ2692198
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
Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)
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