Gao, Qingwu; Lin, Jia’nan; Liu, Xijun Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1517.60033 Stat. Probab. Lett. 197, Article ID 109809, 12 p. (2023). MSC: 60F10 62P05 91B05 PDFBibTeX XMLCite \textit{Q. Gao} et al., Stat. Probab. Lett. 197, Article ID 109809, 12 p. (2023; Zbl 1517.60033) Full Text: DOI
Denuit, Michel; Robert, Christian Y. Stop-loss protection for a large P2P insurance pool. (English) Zbl 1471.91455 Insur. Math. Econ. 100, 210-233 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{C. Y. Robert}, Insur. Math. Econ. 100, 210--233 (2021; Zbl 1471.91455) Full Text: DOI Link
Gao, Qingwu; Liu, Xijun; Chai, Chunhong Asymptotic bounds for precise large deviations in a compound risk model under dependence structures. (English) Zbl 1466.60058 J. Math. Inequal. 14, No. 4, 1067-1082 (2020). MSC: 60F10 62P05 91G40 PDFBibTeX XMLCite \textit{Q. Gao} et al., J. Math. Inequal. 14, No. 4, 1067--1082 (2020; Zbl 1466.60058) Full Text: DOI
Lu, Dawei; Song, Lixin; Li, Henan Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation. (English) Zbl 1508.60037 Commun. Stat., Theory Methods 47, No. 19, 4791-4807 (2018). MSC: 60F10 60G50 62E20 PDFBibTeX XMLCite \textit{D. Lu} et al., Commun. Stat., Theory Methods 47, No. 19, 4791--4807 (2018; Zbl 1508.60037) Full Text: DOI
Song, Lixin; Hua, Zhiqiang; Lu, Dawei; Qi, Xiaomeng Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails. (English) Zbl 1360.60065 Commun. Stat., Theory Methods 46, No. 4, 2013-2028 (2017). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{L. Song} et al., Commun. Stat., Theory Methods 46, No. 4, 2013--2028 (2017; Zbl 1360.60065) Full Text: DOI