Comment on the work of Zhang et al. (2017, Journal of Inequalities and Applications)
Abstract In a recent work by Zhang et al. (J. Inequal. Appl. 2017:82, 2017) the authors studied large deviations of the aggregate amount of claims in a size-dependent renewal risk model. They claimed that they obtained a precise large-deviation formula for the case with subexponential claims and wit...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-07-01
|
| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-019-2142-3 |