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Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times

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Date of Publication:2024-11-20

Journal:Communications in Statistics - Theory and Methods

ISSN No.: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

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