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AIMS Mathematics
Article . 2022 . Peer-reviewed
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AIMS Mathematics
Article . 2022
Data sources: DOAJ
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Estimations for aggregate amount of claims in a risk model with arbitrary dependence between claim sizes and inter-arrival times

Authors: Weiwei Ni; Chenghao Xu; Kaiyong Wang;

Estimations for aggregate amount of claims in a risk model with arbitrary dependence between claim sizes and inter-arrival times

Abstract

<abstract><p>This paper considers a compound risk model, in which the individual claim sizes and their inter-arrival times can be arbitrarily dependent. We mainly investigate the claim sizes are extended negatively dependent. When the claim sizes have consistently-varying-tailed distributions, we obtain precise large deviations of the aggregate amount of claims in the above dependent compound risk model.</p></abstract>

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Keywords

compound sums, QA1-939, extended negative dependence, precise large deviations, consistently varying distribution, Mathematics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
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