Abstract
A compound renewal risk model with a regression-type size-dependence structure was proposed, on the basis of which precise large deviations for such a risk model were derived under the condition that all the claims are assumed to be heavy-tailed random variables from D class.
Abstract
A compound renewal risk model with a regression-type size-dependence structure was proposed, on the basis of which precise large deviations for such a risk model were derived under the condition that all the claims are assumed to be heavy-tailed random variables from D class.