Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times
Release Time:2024-11-22 Hits:
Indexed by: Journal Papers
Document Code: 397756
Date of Publication: 2025-05-19
Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume: 54
Issue: 10
Page Number: 3076-3093
ISSN: 0361-0926
Key Words: COMPONENTS; PRECISE LARGE DEVIATIONS; RANDOM SUMS; RANDOM-VARIABLES; RANDOM VECTORS; RISK MODEL; RUIN PROBABILITIES