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

DOI10.1080/03610926.2019.1626429OpenAlexW2951303043MaRDI QIDQ5078089

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

time dependentrenewal modelsubexponential tailsmaxima of random sums

Mathematics Subject Classification ID

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

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