Title of article
A large deviation result for aggregate claims with dependent claim occurrences
Author/Authors
Kaas، نويسنده , , Rob and Tang، نويسنده , , Qihe، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
9
From page
251
To page
259
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.
Keywords
Negative cumulative dependence , Precise large deviations , Consistent variation , Random sums , Stop-loss order , Matuszewska index
Journal title
Insurance Mathematics and Economics
Serial Year
2005
Journal title
Insurance Mathematics and Economics
Record number
1542885
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