Some large deviation results for generalized compound binomial risk models

DOI10.3770/J.ISSN:1000-341X.2009.06.013MaRDI QIDQ3054404zbMATH OpenFDO

Authors Peng Zhao, Fanchao Kong

Publication date 5 November 2010

Full work available at URL https://doi.org/10.3770/J.ISSN:1000-341X.2009.06.013

zbMATH Keywords

generalized compound binomial risk modelheavy-tailed distributionlarge deviationsruin probability

Mathematics Subject Classification ID

Large deviations (60F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(7)

• Large deviation results for generalized compound negative binomial risk models
• Large deviations for generalized compound Poisson risk models and its bankruptcy moments
• scientific article; zbMATH DE number 1918603 (Why is no real title available?)
• Large deviations for a multi-risk model with compound binomial distribution
• scientific article; zbMATH DE number 2104322 (Why is no real title available?)
• Large deviation of a partly shifted risk process
• scientific article; zbMATH DE number 6263624 (Why is no real title available?)

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