Precise large deviations for the prospective-loss process

Journal of Applied Probability

Volumn 40, Issue 2, 2003, Pages 391-400

  Ng, Kai W ^a   Tang, Qihe ^b   Yan, Jiaan ^c   Yang, Hailiang ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

^c CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Insurance risk model; Point process; Precise large deviation; Subexponentiality

Indexed keywords

EID: 0041912634     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1053003551     Document Type: Article

References (10)

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