Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times
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DOI: 10.1080/03610926.2024.2384555
Abstract: Abstract. Consider a multidimensional renewal risk model, in which the claim sizes Xk,k≥1, form a sequence of independent and identically distributed random vectors with non negative components allowed to be dependent on each other, and… read more here.
Keywords: sizes waiting; arbitrary dependence; claim; waiting times ... See more keywords