Moderate deviations for sums of dependent claims in a size-dependent renewal risk model

DOI10.1080/03610926.2015.1060338zbMath1368.62035OpenAlexW2336702914MaRDI QIDQ4976205

Ke Ang Fu, Xin Mei Shen

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1060338

zbMATH Keywords

moderate deviationconsistent variationextended negative dependencesize-dependent renewal model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

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