Precise large deviations for the aggregate claims in a dependent compound renewal risk model
Abstract We consider a dependent compound renewal risk model, where the interarrival times of accidents and the claim numbers follow a dependence structure characterized by a conditional tail probability and the claim sizes have a pairwise negatively quadrant dependence structure or a related depend...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-10-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-019-2209-1 |