| 时间相依复合更新风险模型中索赔过程的精细大偏差 |
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| 引用本文： | 唐风琴,白建明. 时间相依复合更新风险模型中索赔过程的精细大偏差[J]. 山东大学学报(自然科学版), 2014, 0(2): 84-88 |
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| 作者姓名： | 唐风琴 白建明 |
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| 作者单位： | [1]淮北师范大学数学科学学院,安徽淮北235000 [2]兰州大学管理学院,甘肃兰州730000 |
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| 基金项目： | 国家自然科学基金资助项目（71171103）;淮北师范大学2012年度校青年科研项目（2012XQ46） |
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| 摘 要： | 考察了复合更新风险模型的精细大偏差。单次事故导致的索赔额为广义负上象限相依的且服从重尾分布的随机变量，单次事故引起的总索赔额与其对应的索赔时间间隔相依。
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| 关 键 词： | 大偏差 风险过程 时间相依 重尾分布 |
Precise large deviations of claim process in a time-dependent compound renewal risk model |
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| TANG Feng-qin,BAI Jian-ming. Precise large deviations of claim process in a time-dependent compound renewal risk model[J]. Journal of Shandong University(Natural Science Edition), 2014, 0(2): 84-88 |
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| Authors: | TANG Feng-qin BAI Jian-ming |
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| Affiliation: | 1. School of Mathematics Sciences, Huaibei Normal University, Huaibei 235000, Anhui, China; 2. School of Management, Lanzhou University, Lanzhou 730000, Gansu, China) |
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| Abstract: | The precise large deviations for a compound renewal risk process were considened.The claim sizes related to one accident are heavy-tailed distributed random variables with extend negatively upper orthant dependence （ ENUOD） structure.The aggregate amount of claims and the inter-accident times correspondingly obeys a dependence structure. |
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| Keywords: | large deviations risk model time-dependent heavy-tailed distribution |
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