Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models
Joint Authors
Wang, Shijie
Wang, Wensheng
Wang, Xuejun
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-28
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
We consider a dependent multirisk model in insurance, where all the claims constitute a linearly extended negatively orthant dependent (LENOD) random array, and then upper and lower bounds for precise large deviations of nonrandom and random sums of random variables with dominated variation are investigated.
The obtained results extend some related existingones.
American Psychological Association (APA)
Wang, Shijie& Wang, Xuejun& Wang, Wensheng. 2014. Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1034142
Modern Language Association (MLA)
Wang, Shijie…[et al.]. Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models. Abstract and Applied Analysis No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-1034142
American Medical Association (AMA)
Wang, Shijie& Wang, Xuejun& Wang, Wensheng. Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1034142
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1034142
