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

MaRDI QIDQ4983757zbMATH OpenFDO

Authors Hongmin Xiao, Zhankui Wang

Publication date 26 April 2021

zbMATH Keywords

copula functionsprecise large deviationsinsurance risk model

Mathematics Subject Classification ID

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

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Cited in

(2)

• scientific article; zbMATH DE number 7694531 (Why is no real title available?)
• Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times

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