Authors
Rob Kaas, Qihe Tang
Publication date
2005/6/24
Journal
Insurance: Mathematics and Economics
Volume
36
Issue
3
Pages
251-259
Publisher
North-Holland
Description
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.
Total citations
200420052006200720082009201020112012201320142015201620172018201920202021202220232024121552126222513122422