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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