scientific article; zbMATH DE number 7266812

DOI10.16366/J.CNKI.1000-2367.2020.03.001MaRDI QIDQ5127698zbMATH OpenFDO

Authors Hongmin Xiao, Hongyu Zhao, Zhankui Wang

Publication date 27 October 2020

Full work available at URL https://doi.org/10.16366/J.CNKI.1000-2367.2020.03.001

zbMATH Keywords

\(S\) classdelayed-claimsprecise large deviationsstopping time

Mathematics Subject Classification ID

Large deviations (60F10) Credit risk (91G40)

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• The precise large deviations for a delayed-claims risk model of heavy-tailed random variables in D L
• Large deviation of a perturbed risk model with heavy-tailed claims and variable premium rates
• The limit properties for a risk model with heavy-tailed potential claims

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