Journal of Mathematical Inequalities · Volume 15, Issue 4

Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes

15-95 Pages 1401-1409 DOI 10.7153/jmi-2021-15-95

Downloads

Short PDF Full PDF PNG

Authors

Yongfang Cui Kaiyong Wang

Keywords

discounted aggregate claims upper tail asymptotic independent claims dominatedly varying tail Lévy process

Subject classes

62P05 62E10 60F05