Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
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- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
Cites work
- A large deviation result for aggregate claims with dependent claim occurrences
- A property of the renewal counting process with application to the finite-time ruin probability
- Dependent Risk Models with Bivariate Phase-Type Distributions
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Extremes on the discounted aggregate claims in a time dependent risk model
- Large deviations for heavy-tailed random sums in compound renewal model
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large deviations of heavy-tailed sums with applications in insurance
- On a risk model with dependence between interclaim arrivals and claim sizes
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Precise large deviations for sums of random variables with consistently varying tails
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
Cited in
(17)- Precise large deviation results for the total claim amount under subexponential claim sizes
- Several properties of a nonstandard renewal counting process and their applications
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
- Web renewal counting processes and their applications in insurance
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
- Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
- Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times
- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
- Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
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