Precise large deviation results for the total claim amount under subexponential claim sizes
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference7 articles.
1. Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times;Baltrūnas;Stochastic Process. Appl.,2004
2. Second order behaviour of ruin probabilities in the case of large claims;Baltrūnas;Insurance Math. Econom.,2005
3. Modeling Extremal Events;Embrechts,1997
4. Large deviations of heavy-tailed random sums with applications in insurance and finance;Klüppelberg;J. Appl. Probab.,1997
5. Large deviations of heavy-tailed sums with applications in insurance;Mikosch;Extremes,1998
Cited by 25 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 sums of dependent random variables with subexponential distribution;Communications in Statistics - Theory and Methods;2024-05-23
2. Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times;Communications in Statistics - Theory and Methods;2023-02-21
3. Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times*;Lithuanian Mathematical Journal;2022-10
4. Precise large deviation for sums of sub-exponential claims with the m-dependent semi-Markov type structure;Statistics & Probability Letters;2022-06
5. Precise Large Deviations for Sums of Claim-size Vectors in a Two-dimensional Size-dependent Renewal Risk Model;Acta Mathematicae Applicatae Sinica, English Series;2021-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3