| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9552828 | Insurance: Mathematics and Economics | 2005 | 9 Pages |
Abstract
In this paper we study precise large deviations of 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rob Kaas, Qihe Tang,