Abstract
In this article, we propose a customer-arrival-based insurance risk model, in which customer's actual claim sizes are described as i.i.d. heavy-tailed r.v.'s multiplied with a generalized shot function, and the model can be treated as a generalized Poisson shot noise process. We obtain some precise large deviation results for the actual loss process and extend the results to the multi-risk model.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
