Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times-Reference-Cited by-同舟云学术

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Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times

Published:2023-02-21 Issue: Volume: Page:1-11
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Fu Ke-Ang¹,Liu Yang¹,Wang Jiangfeng²³

Affiliation:

1. Department of Statistics and Data Science, Hangzhou City University, Hangzhou, China

2. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China

3. Collaborative Innovation Center of Statistical Data Engineering, Technology & Application, Zhejiang Gongshang University, Hangzhou, China

Funder

National Social Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2023.2173974

Reference30 articles.

1. Exponential Behavior in the Presence of Dependence in Risk Theory

2. Extremes on the discounted aggregate claims in a time dependent risk model

3. Ruin Probabilities

4. Dependent Risk Models with Bivariate Phase-Type Distributions

5. Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times

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