WORKSHOP ON RISK ANALYSIS AND APPLICATIONS
24 and 25 of SEPTEMBER, 2025
Institute of Mathematics and, Statistics of the University of São Paulo, Brazil
SATELLITE WORKSHOP OF
8th BRAZILIAN CONFERENCE ON STATISTICAL MODELING IN INSURANCE AND FINANCE
WORKSHOP ON RISK ANALYSIS AND APPLICATIONS
24 and 25 of SEPTEMBER, 2025
Institute of Mathematics and, Statistics of the University of São Paulo, Brazil
SATELLITE WORKSHOP OF
8th BRAZILIAN CONFERENCE ON STATISTICAL MODELING IN INSURANCE AND FINANCE
Title: Revisiting Poisson Processes with Catastrophes: A Large Deviation Lens
We introduce a new condition on the distribution of catastrophe sizes and establish large deviation results for Poisson processes under this
framework. We show that the rate function remains unchanged for a broader class of distributions satisfying this condition.