Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
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- scientific article; zbMATH DE number 6263624
Cites work
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- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
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- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
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- Precise large deviations for the prospective-loss process
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- Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims
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