| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076932 | Insurance: Mathematics and Economics | 2012 | 5 Pages |
Abstract
⺠We look at a time-dependent renewal risk model. ⺠We study large deviations of the aggregate sum of claims. ⺠For a heavy-tailed case, we obtain a precise large-deviation formula. ⺠This formula is consistent with existing ones in the literature.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yiqing Chen, Kam C. Yuen,