Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
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Publication:277256
DOI10.1016/J.SPL.2016.03.002zbMATH Open1337.60033OpenAlexW2302292022MaRDI QIDQ277256FDOQ277256
Authors: Menghao Xu, Ebenezer Fiifi Emire Atta Mills, Xinmei Shen 
Publication date: 4 May 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.03.002
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Cites Work
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- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Precise large deviations for sums of random variables with consistently varying tails
- Exponential Behavior in the Presence of Dependence in Risk Theory
- A property of the renewal counting process with application to the finite-time ruin probability
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Dependent Risk Models with Bivariate Phase-Type Distributions
- Large deviations for heavy-tailed random sums in compound renewal model
- A large deviation result for aggregate claims with dependent claim occurrences
- Precise large deviation results for the total claim amount under subexponential claim sizes
Cited In (17)
- Web renewal counting processes and their applications in insurance
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Several properties of a nonstandard renewal counting process and their applications
- 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
- 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 for sums of random vectors in a multidimensional 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 of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
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