Large deviations for random sums of differences between two sequences of random variables with applications to risk theory
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Publication:385821
DOI10.1186/1029-242X-2012-248zbMath1278.60057WikidataQ59291112 ScholiaQ59291112MaRDI QIDQ385821
Jie Liu, Yuquan Cang, Yang Yang
Publication date: 11 December 2013
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1029-242x-2012-248
subexponential distribution; random sum; precise large deviations; customer-arrival-based insurance risk model; hazard ratio index
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F10: Large deviations
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