K Wang, L Chen - Journal of Inequalities and Applications, 2019 - Springer
We consider a dependent compound renewal risk model, where the interarrival times of accidents and the claim numbers follow a dependence structure characterized by a …
Q Gao, X Liu, C Chai - J. Math. Inequal, 2020 - files.ele-math.com
In the paper, we consider a compound risk model, where all the claim sizes satisfy a dependence structure, and the accident inter-arrival time and the claim-number of the …
W Ni, C Xu, K Wang - AIMS Mathematics, 2022 - aimspress.com
This paper considers a compound risk model, in which the individual claim sizes and their inter-arrival times can be arbitrarily dependent. We mainly investigate the claim sizes are …
Q Gao, W Pan - AIMS Mathematics, 2023 - aimspress.com
Recently, Chen et al.[3] investigated the precise large deviations of aggregate claims in a renewal risk model with arbitrary dependence between claim sizes and their waiting times …