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- W2123486001 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." @default.
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- W2123486001 date "2005-06-01" @default.
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- W2123486001 title "A large deviation result for aggregate claims with dependent claim occurrences" @default.
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- W2123486001 doi "https://doi.org/10.1016/j.insmatheco.2005.01.004" @default.
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