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- W2053494517 abstract "In this article, we set up dependent multi-risk models in insurance, where all the claims constitute ENA (extended negatively associated) random arrays. Precise large deviations for non random sums and random sums of the dependent multi-risk models with ENA structure and consistent variation are investigated. The obtained results extend those of Wang and Wang (2007), Liu (2009), and Chen et al. (2011)." @default.
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- W2053494517 date "2013-12-17" @default.
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- W2053494517 title "Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models" @default.
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- W2053494517 doi "https://doi.org/10.1080/03610926.2011.648792" @default.
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