دورية أكاديمية

Precise large deviations for aggregate claims in a two-dimensional compound dependent risk model

التفاصيل البيبلوغرافية
العنوان: Precise large deviations for aggregate claims in a two-dimensional compound dependent risk model
المؤلفون: Weiwei Ni, Kaiyong Wang
المصدر: AIMS Mathematics, Vol 8, Iss 4, Pp 9106-9117 (2023)
بيانات النشر: AIMS Press, 2023.
سنة النشر: 2023
المجموعة: LCC:Mathematics
مصطلحات موضوعية: precise large deviations, two-dimensional compound risk model, size-dependence, consistently varying distribution, Mathematics, QA1-939
الوصف: This paper considers a two-dimensional compound risk model. We mainly investigate the claim sizes and inter-arrival times are size-dependent. When the claim sizes have consistently varying tails, we obtain the precise large deviations for aggregate amount of claims in the above dependent compound risk model.
نوع الوثيقة: article
وصف الملف: electronic resource
اللغة: English
تدمد: 2473-6988
Relation: https://doaj.org/toc/2473-6988
DOI: 10.3934/math.2023456?viewType=HTML
DOI: 10.3934/math.2023456
URL الوصول: https://doaj.org/article/b6c3f5569d40470897320ee83abb02a9
رقم الأكسشن: edsdoj.b6c3f5569d40470897320ee83abb02a9
قاعدة البيانات: Directory of Open Access Journals
الوصف
تدمد:24736988
DOI:10.3934/math.2023456?viewType=HTML