Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152229 | Statistics & Probability Letters | 2012 | 7 Pages |
Abstract
In this paper, we investigate the moderate deviations for a customer-arrival-based insurance risk model, in which customer's actual claim sizes are described as independent and identically distributed heavy-tailed random variables multiplying a shot function, and the model can be treated as a Poisson shot noise process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xinmei Shen, Yi Zhang,