Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times
Release Time:2024-11-22 Hits:
Date of Publication: 2024-11-20
Journal: Communications in Statistics - Theory and Methods
ISSN: 0361-0926
Key Words: Aggregate claims; Aggregates; Consistently varying distribution; Moderate-deviations; Multi-dimensional aggregates; Multidimensional risk model; P-extended negatively dependent; Random vectors; Renewal risk models; Risk modeling; Waiting time