Web renewal counting processes and their applications in insurance.
Ontology highlight
ABSTRACT:
SUBMITTER: Li R
PROVIDER: S-EPMC6182416 | biostudies-other | 2018
REPOSITORIES: biostudies-other
Publications
Web renewal counting processes and their applications in insurance.
Li Rong R Bi Xiuchun X Zhang Shuguang S
Journal of inequalities and applications 20180925 1
This paper investigates a nonstandard renewal counting process with dependent inter-arrival times-web renewal process. Several limit properties, including the tail of the exponential moment which is a crucial condition in many situations, are obtained. Then the results are applied in insurance to derive precise large deviations and moderate deviation formulas for the aggregate amount of claims. ...[more]
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