Precise large deviations of aggregate claim amount in a dependent renewal risk model
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Publication:2978999
DOI10.1080/03610926.2015.1044666zbMath1360.60063OpenAlexW2313842409MaRDI QIDQ2978999
Xijun Liu, Qingwu Gao, Chang Jun Yu
Publication date: 2 May 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1044666
Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10)
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