| 负相依索赔下更新风险模型的精细大偏差 |
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| 引用本文： | 肖鸿民,马秀芬,崔艳君,王英.负相依索赔下更新风险模型的精细大偏差[J].江西师范大学学报(自然科学版),2013,0(1):12-15. |
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| 作者姓名： | 肖鸿民 马秀芬 崔艳君 王英 |
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| 作者单位： | 西北师范大学数学与信息科学学院,甘肃兰州,730070 |
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| 基金项目： | 国家自然科学基金(71171103);甘肃省教育厅科研(1001-10)资助项目 |
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| 摘 要： | 研究了基于客户到来的更新风险模型,该风险模型中假设索赔额序列是负相依不同分布的重尾随机变量序列,则在索赔额服从D∩L族的条件下,得到了损失过程的精细大偏差.
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| 关 键 词： | 负相依 更新过程 D∩L族 精细大偏差 |
The Precise Large Deviations for a Renewal Risk Model with Negatively Dependent Claims |
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| XIAO Hong-min,MA Xiu-fen,CUI Yan-jun,WANG Ying.The Precise Large Deviations for a Renewal Risk Model with Negatively Dependent Claims[J].Journal of Jiangxi Normal University (Natural Sciences Edition),2013,0(1):12-15. |
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| Authors: | XIAO Hong-min MA Xiu-fen CUI Yan-jun WANG Ying |
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| Institution: | (College of Mathematics and Information Science,Northwest Normal University,Lanzhou Gansu 730070,China) |
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| Abstract: | A renewal process risk model based on the customer was proposed.In this model,customers' claims are described as negatively dependent heavy-tailed random variables with non-identical distribution.Under the assumption that the claims belong to class D∩L,the precise large deviations of the loss process is obtained. |
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| Keywords: | negatively dependence renewal process class D∩L precise large deviations |
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