Cargando…

Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process

In this paper, we consider a size-dependent renewal risk model with stopping time claim-number process. In this model, we do not make any assumption on the dependence structure of claim sizes and inter-arrival times. We study large deviations of the aggregate amount of claims. For the subexponential...

Descripción completa

Detalles Bibliográficos
Autores principales: Zhang, Shuo, Wang, Dehui, Yu, Shihang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5400802/
https://www.ncbi.nlm.nih.gov/pubmed/28490848
http://dx.doi.org/10.1186/s13660-017-1364-5