The precise large deviations of a bidimensional risk model based on customer arrival

zbMATH Open1474.60066MaRDI QIDQ4983757FDOQ4983757

Authors: Hongmin Xiao, Zhankui Wang 

Publication date: 26 April 2021

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zbMATH Keywords

copula functionsprecise large deviationsinsurance risk model

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Large deviations (60F10)

Cited In (2)

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• Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times

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