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Communications in Statistics - Theory and Methods Volume 46, 2017 - Issue 7
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Original Articles

Moderate deviations for sums of dependent claims in a size-dependent renewal risk model

Ke-Ang FuSchool of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, ChinaCorrespondence[email protected]
&
Xinmei ShenSchool of Mathematical Sciences, Dalian University of Technology, Dalian, China
Pages 3235-3243 | Received 25 Nov 2014, Accepted 28 May 2015, Published online: 18 Apr 2016

Citations (8)

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Read on this site (3)

Ke-Ang Fu, Yang Liu & Jiangfeng Wang. (2024) Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times. Communications in Statistics - Theory and Methods 53:11, pages 4116-4126.
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Ke-Ang Fu & Jiangfeng Wang. (2023) Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times. Communications in Statistics - Theory and Methods 52:17, pages 6266-6274.
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Ke-Ang Fu & Jie Li. (2018) Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals. Communications in Statistics - Theory and Methods 47:3, pages 698-707.
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Articles from other publishers (5)

Rong Li, Xiuchun Bi & Shuguang Zhang. (2020) Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. Statistics & Probability Letters 165, pages 108857.
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Rong Li, Xiuchun Bi & Shuguang Zhang. (2019) Several Properties of a Nonstandard Renewal Counting Process and Their Applications. Journal of Systems Science and Complexity 33:1, pages 122-136.
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Rong Li, Xiuchun Bi & Shuguang Zhang. (2018) Web renewal counting processes and their applications in insurance. Journal of Inequalities and Applications 2018:1.
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Xin-mei Shen, Ke-ang Fu & Xue-ting Zhong. (2019) Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model. Applied Mathematics-A Journal of Chinese Universities 33:4, pages 491-502.
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Peter Friz, Stefan Gerhold & Arpad Pinter. (2017) Option pricing in the moderate deviations regime. Mathematical Finance 28:3, pages 962-988.
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