Precise large deviations for the difference of two sums of END random variables with heavy tails
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DOI: 10.1080/03610926.2015.1004094
Abstract: ABSTRACT Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {Xij, j ⩾ 1}, i = 1, 2. In this article, the asymptotic… read more here.
Keywords: difference; difference two; precise large; deviations difference ... See more keywords