scientific article; zbMATH DE number 7694531
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Publication:6155224
zbMATH Open1524.60059MaRDI QIDQ6155224FDOQ6155224
Authors: Zhenlong Chen, Yang Liu, Ke-Ang Fu 
Publication date: 12 June 2023
Full work available at URL: http://121.43.60.238/sxwlxbA/EN/abstract/abstract16710.shtml
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Recommendations
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Cites Work
- An introduction to copulas.
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- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Extremes on the discounted aggregate claims in a time dependent risk model
- Precise large deviations for sums of random variables with consistently varying tails
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Large deviations for heavy-tailed random sums in compound renewal model
- On the strong law of large numbers for sequences of dependent random variables
- Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
- Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
- Precise large deviations for strong subexponential distributions and applications on a multi risk model
- The precise large deviations of a bidimensional risk model based on customer arrival
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