Precise Large Deviations for Sums of Claim-size Vectors in a Two-dimensional Size-dependent Renewal Risk Model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s10255-021-1030-z.pdf
Reference20 articles.
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3. Badescu, A.L., Cheung, E.C.K., Landriault, D. Dependent risk models with bivariate phase-type distributions. J. Appl. Probab., 46: 113–131 (2009)
4. Baltrūnas, A., Leipus, R., Šiaulys, J. Precise large deviation results for the total claim amount under subexponential claim sizes. Statist. Probab. Lett., 78: 1206–1214 (2008)
5. Bi, X., Zhang, S. Precise large deviations of aggregate claims in a risk model with regression-type size-dependence. Statist. Probab. Lett., 83: 2248–2255 (2013)
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Precise large deviations for aggregate claims in a two-dimensional compound dependent risk model;AIMS Mathematics;2023
2. Uniform Asymptotic Probability for Multi Renewal Risk Model with Strong Subexponential Tailed Claims;International Journal of Mathematical, Engineering and Management Sciences;2022-01-01
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