The precise large deviations for a delayed-claims risk model of heavy-tailed random variables in D L

zbMATH Open1289.60030MaRDI QIDQ2860669FDOQ2860669

Authors: Hongmin Xiao, Ying Wang, Yanjun Cui 

Publication date: 19 November 2013

Published in: Journal of Northwest Normal University. Natural Science (Search for Journal in Brave)

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zbMATH Keywords

large deviationsextended negatively dependentdelayed-claims risk model

Mathematics Subject Classification ID

Large deviations (60F10)

Cited In (5)

• Precise large deviations for a discrete risk model with random income and heavy-tailed distributions
• Sample path large and moderate deviations for risk model with delayed claims
• Title not available (Why is that?)
• Large deviations for risk models in which each main claim induces a delayed claim
• Large deviation of a perturbed risk model with heavy-tailed claims and variable premium rates

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