Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims
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DOI: 10.1080/03610926.2019.1586931
Abstract: Abstract Recently, Jiang et al. (Statist. Probab. Lett. 101, 83–91) obtained the asymptotic formulas for the large deviations for the stochastic present value of aggregate claims in the renewal risk model with Pareto-type claims and… read more here.
Keywords: risk model; renewal risk; deviations stochastic; large deviations ... See more keywords