Título: | Introducing a Dependence Structure to the Occurences in Studying Precise Large Deviations for the Total Claim Amount |
Autores: |
Kaas, Rob Tang, Qihe |
Fecha: | 2004-12-12 |
Publicador: | Concordia University. Department of Mathematics & Statistics |
Fuente: |
Ver documento |
Tipo: |
Monograph NonPeerReviewed |
Tema: | |
Descripción: | In this paper we study precise large deviations for a compound sum of claims, in which the claims arrive in groups and the claim numbers in the groups may follow a certain negative dependence structure. We try to build a platform both for the classical large deviation theory and for the modern stochastic ordering theory. |
Idioma: | No aplica |
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