Precise large deviation for sums of sub-exponential claims with the m-dependent semi-Markov type structure
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference26 articles.
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3. Extremes on the discounted aggregate claims in a time dependent risk model;Asimit;Scand. Actuar. J.,2010
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1. Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times;Communications in Statistics - Theory and Methods;2024-08-09
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