scientific article; zbMATH DE number 7694531

MaRDI QIDQ6155224zbMATH OpenFDO

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

zbMATH Keywords

bidimensional risk modelconsistently varying tailprecise large deviationsregression dependence

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Large deviations (60F10)

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Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• An introduction to copulas.
• Extremes on the discounted aggregate claims in a time dependent risk model
• Large deviations for heavy-tailed random sums in compound renewal model
• Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
• On the strong law of large numbers for sequences of dependent random variables
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
• Precise large deviations for strong subexponential distributions and applications on a multi risk model
• Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
• Precise large deviations for sums of random variables with consistently varying tails
• Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
• Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails
• 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
• The precise large deviations of a bidimensional risk model based on customer arrival
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate

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