Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times*
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s10986-022-09581-w.pdf
Reference25 articles.
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3. X. Bi and S. Zhang, Precise large deviations of aggregate claims in a risk model with regression-type size-dependence, Stat. Probab. Lett., 83(10):2248–2255, 2013.
4. Y. Chen, T. White, and K.C. Yuen, Precise large deviations of aggregate claims with arbitrary dependence between claims sizes and waiting times, Insur. Math. Econ., 97:1–6, 2021.
5. Y. Chen and K.C. Yuen, Precise large deviations of aggregate claims in a size-dependent renewal risk model, Insur. Math. Econ., 51(2):457–461, 2012.
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