Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
DOI10.1186/S13660-017-1364-5zbMATH Open1362.60026OpenAlexW2606533994WikidataQ33592105 ScholiaQ33592105MaRDI QIDQ523905FDOQ523905
Shihang Yu, Dehui Wang, Shuo Zhang
Publication date: 24 April 2017
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-017-1364-5
Large deviations (60F10) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)
Cites Work
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Cited In (8)
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
- Precise large deviations of a claim process in a time-dependent compound renewal risk model
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
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