A large deviation result for aggregate claims with dependent claim occurrences

Insurance: Mathematics and Economics

Volumn 36, Issue 3, 2005, Pages 251-259

  Kaas, Rob ^a   Tang, Qihe ^a,b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b Gina Cody School of Engineering and Computer Science   (Canada)

Author keywords

Consistent variation; Matuszewska index; Negative cumulative dependence; Precise large deviations; Random sums; Stop loss order

Indexed keywords

EID: 21244441875     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.01.004     Document Type: Article

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