Moderate deviations for a risk model based on the customer-arrival process
Year of publication: |
2012
|
---|---|
Authors: | Shen, Xinmei ; Zhang, Yi |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 1, p. 116-122
|
Publisher: |
Elsevier |
Subject: | Moderate deviation | Regular variation | Shot noise process |
-
The Cost of Delay in a Mortgage/Credit Loan Portfolio
Jang, Jiwook, (2009)
-
Extended Gerber-Shiu functions in a risk model with interest
Schmidli, Hanspeter, (2015)
-
Moment generating function of non-Markov self-excited claims processes
Hainaut, Donatien, (2021)
- More ...
-
Approximation of the tail probability of randomly weighted sums and applications
Zhang, Yi, (2009)
-
Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
Shen, Xinmei, (2013)
-
Shen, Xinmei, (2008)
- More ...