Open AccessLarge deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
Author(s) -
Qingwu Gao,
Xijun Liu
Publication year - 2019
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1901065g
Subject(s) - orthant , mathematics , risk model , large deviations theory , aggregate (composite) , constant (computer programming) , conditional expectation , econometrics , mathematical economics , statistical physics , statistics , combinatorics , materials science , physics , computer science , composite material , programming language