Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals

DOI10.1080/03610926.2017.1310244zbMath1390.60103OpenAlexW2602928925MaRDI QIDQ4638736

Jie Li, Ke Ang Fu

Publication date: 27 April 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1310244

zbMATH Keywords

large deviationHawkes processconsistent variationsize dependencenon stationary arrival process

Mathematics Subject Classification ID

Cites Work

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