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- Title
Web renewal counting processes and their applications in insurance.
- Authors
Li, Rong; Bi, Xiuchun; Zhang, Shuguang
- Abstract
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.
- Subjects
INSURANCE applications; WEB-based user interfaces; COMPUTER crimes; SOCIAL sciences; QUEUING theory
- Publication
Journal of Inequalities & Applications, 2018, Vol 2018, Issue 1, p1
- ISSN
1025-5834
- Publication type
Article
- DOI
10.1186/s13660-018-1854-0