Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
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Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- Dependent Risk Models with Bivariate Phase-Type Distributions
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Extremes on the discounted aggregate claims in a time dependent risk model
- On a risk model with dependence between interclaim arrivals and claim sizes
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
Cited in
(13)- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
- Precise large deviation results for the total claim amount under subexponential claim sizes
- 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 size-dependent and delayed risk model with WOD claims
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
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