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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2017
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| 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 |