Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
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DOI: 10.1016/j.spl.2020.108857
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References listed on IDEAS
- Shen, Xinmei & Zhang, Yi, 2012. "Moderate deviations for a risk model based on the customer-arrival process," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 116-122.
- Ke-Ang Fu & Xinmei Shen, 2017. "Moderate deviations for sums of dependent claims in a size-dependent renewal risk model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(7), pages 3235-3243, April.
- Chen, Yiqing & Yuen, Kam C., 2012. "Precise large deviations of aggregate claims in a size-dependent renewal risk model," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 457-461.
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Cited by:
- Yuan, Meng & Lu, Dawei, 2022. "Precise large deviation for sums of sub-exponential claims with the m-dependent semi-Markov type structure," Statistics & Probability Letters, Elsevier, vol. 185(C).
- Fu, Ke-Ang & Liu, Yang & Wang, Jiangfeng, 2022. "Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times," Statistics & Probability Letters, Elsevier, vol. 184(C).
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Keywords
Large deviations; Regression dependence; Consistently-varying tailed; Renewal risk model;All these keywords.
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