Journal of Mathematical Inequalities · Volume 14, Issue 4

Asymptotic bounds for precise large deviations in a compound risk model under dependence structures

14-69 Pages 1067-1082 DOI 10.7153/jmi-2020-14-69

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Authors

Qingwu Gao Xijun Liu Chunhong Chai

Keywords

asymptotics precise large deviation compound risk model dependence structure

Subject classes

60F10 62P05 91B30