EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Renewal counting process"
Narrow search

Narrow search

Year of publication
Subject
All
Renewal counting process 3 Consistent variation 2 Dependence 2 Aggregate claims 1 Asymptotics 1 IM10 1 IM11 1 Large deviation 1 Large deviations 1 Multi-risk model 1 Stochastic process 1 Stochastischer Prozess 1 Subexponential class 1 Theorie 1 Theory 1 Uniformity 1
more ... less ...
Online availability
All
Undetermined 3
Type of publication
All
Article 3
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 2 English 1
Author
All
Chen, Yiqing 2 Lu, Dawei 1 White, Toby 1 Yuen, Kam C. 1 Yuen, Kam Chuen 1
Published in...
All
Insurance 1 Insurance: Mathematics and Economics 1 Statistics & Probability Letters 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
Chen, Yiqing; White, Toby; Yuen, Kam Chuen - In: Insurance 97 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012491954
Saved in:
Cover Image
Precise large deviations of aggregate claims in a size-dependent renewal risk model
Chen, Yiqing; Yuen, Kam C. - In: Insurance: Mathematics and Economics 51 (2012) 2, pp. 457-461
Consider a renewal risk model in which claim sizes and inter-arrival times correspondingly form a sequence of independent and identically distributed random pairs, with each pair obeying a dependence structure described via the conditional distribution of the inter-arrival time given the...
Persistent link: https://www.econbiz.de/10010594512
Saved in:
Cover Image
Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model
Lu, Dawei - In: Statistics & Probability Letters 81 (2011) 12, pp. 1911-1919
In view of the actual condition of the insurance company, a multi-risk model is proposed. The lower and upper bounds for the sums of subexponential claims in this model are given. The proof method is based on the results of the total claim amount under subexponential class.
Persistent link: https://www.econbiz.de/10010571829
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...