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Communications in Statistics - Theory and Methods Volume 47, 2018 - Issue 3
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Original Articles

Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals

Ke-Ang FuSchool of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, ChinaCorrespondence[email protected]
&
Jie LiSchool of Data Sciences, Zhejiang University of Finance and Economics, Hangzhou, China
Pages 698-707 | Received 19 Aug 2016, Accepted 19 Mar 2017, Published online: 13 Sep 2017

Citations (2)

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Read on this site (1)

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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Articles from other publishers (1)

Yang Liu, Ke-Ang Fu & Zhenlong Chen. (2023) Precise large deviations for a multidimensional risk model with regression dependence structure. Probability in the Engineering and Informational Sciences 38:2, pages 448-457.
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