Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
Year of publication: |
2021
|
---|---|
Authors: | Chen, Yiqing ; White, Toby ; Yuen, Kam Chuen |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 97.2021, p. 1-6
|
Subject: | Asymptotics | Consistent variation | Dependence | Renewal counting process | Uniformity |
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