Precise large deviations for aggregate claims
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Publication:2815967
DOI10.1080/03610926.2014.887111zbMath1342.60039OpenAlexW2342125985MaRDI QIDQ2815967
Publication date: 30 June 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.887111
Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Renewal theory (60K05)
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