Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model

DOI10.1080/03610926.2019.1626429MaRDI QIDQ5078089zbMATH OpenOpenAlexFDO

Authors Fotios Loukissas

Publication date 20 May 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2019.1626429

zbMATH Keywords

maxima of random sumsrenewal modelsubexponential tailstime dependent

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Foundations of stochastic processes (60G05) Statistics (62-XX)

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Cited in

(1)

• A MARKOV RENEWAL APPROACH TO THE ASYMPTOTIC DECAY OF THE TAIL PROBABILITIES IN RISK AND QUEUING PROCESSES

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