Sample path large and moderate deviations for risk model with delayed claims

DOI10.1016/j.insmatheco.2009.04.002zbMath1231.91186OpenAlexW2062250367MaRDI QIDQ659097

Jun Yan, Fu Qing Gao

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.04.002

zbMATH Keywords

large deviationsmoderate deviationsrisk model with delayed claims

Mathematics Subject Classification ID

Cites Work

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• On Ultimate Ruin in a Delayed-Claims Risk Model
• Large deviations for risk models in which each main claim induces a delayed claim
• Large deviations for risk processes with reinsurance
• Large and moderate deviations for estimators of quadratic variational processes of diffusions.

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