Web renewal counting processes and their applications in insurance

This paper investigates a nonstandard renewal counting process with dependent inter-arrival times-web renewal process. Several limit properties, including the tail of the exponential moment which is a crucial condition in many situations, are obtained. Then the results are applied in insurance to de...

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Detalles Bibliográficos
Autores principales: Li, Rong, Bi, Xiuchun, Zhang, Shuguang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6182416/
https://www.ncbi.nlm.nih.gov/pubmed/30363798
http://dx.doi.org/10.1186/s13660-018-1854-0
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author Li, Rong
Bi, Xiuchun
Zhang, Shuguang
author_facet Li, Rong
Bi, Xiuchun
Zhang, Shuguang
author_sort Li, Rong
collection PubMed
description This paper investigates a nonstandard renewal counting process with dependent inter-arrival times-web renewal process. Several limit properties, including the tail of the exponential moment which is a crucial condition in many situations, are obtained. Then the results are applied in insurance to derive precise large deviations and moderate deviation formulas for the aggregate amount of claims.
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spelling pubmed-61824162018-10-22 Web renewal counting processes and their applications in insurance Li, Rong Bi, Xiuchun Zhang, Shuguang J Inequal Appl Research This paper investigates a nonstandard renewal counting process with dependent inter-arrival times-web renewal process. Several limit properties, including the tail of the exponential moment which is a crucial condition in many situations, are obtained. Then the results are applied in insurance to derive precise large deviations and moderate deviation formulas for the aggregate amount of claims. Springer International Publishing 2018-09-25 2018 /pmc/articles/PMC6182416/ /pubmed/30363798 http://dx.doi.org/10.1186/s13660-018-1854-0 Text en © The Author(s) 2018 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Li, Rong
Bi, Xiuchun
Zhang, Shuguang
Web renewal counting processes and their applications in insurance
title Web renewal counting processes and their applications in insurance
title_full Web renewal counting processes and their applications in insurance
title_fullStr Web renewal counting processes and their applications in insurance
title_full_unstemmed Web renewal counting processes and their applications in insurance
title_short Web renewal counting processes and their applications in insurance
title_sort web renewal counting processes and their applications in insurance
topic Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6182416/
https://www.ncbi.nlm.nih.gov/pubmed/30363798
http://dx.doi.org/10.1186/s13660-018-1854-0
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