Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
From MaRDI portal
Publication:6571733
Cites work
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- A large deviation result for aggregate claims with dependent claim occurrences
- An Introduction to the Theory of Point Processes
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- 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
- Large Deviations of Poisson Cluster Processes
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- 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
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
- Non-life insurance mathematics. An introduction with the Poisson process
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Precise large deviations for the prospective-loss process
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- Ruin probabilities
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
- Several properties of a nonstandard renewal counting process and their applications
- Spectra of some self-exciting and mutually exciting point processes
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
This page was built for publication: Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6571733)