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- W1484799398 abstract "In this paper, we extend the standard renewal risk model to the case where the premium income process is a counting process and the claim sizes and the inter-arrival times are two sequences of negatively associated random variables. For this risk model, the paper investigates the large deviations for the claim surplus process and gives the Lundberg type limiting results on the nite" @default.
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- W1484799398 date "2010-10-04" @default.
- W1484799398 modified "2023-09-28" @default.
- W1484799398 title "Large deviations and nite time ruin probabilities for generalized renewal risk models" @default.
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