| D族 END随机变量随机和的精致大偏差 |
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| 引用本文： | 何基娇,胡怡玉,周之寒. D族 END随机变量随机和的精致大偏差[J]. 安庆师范学院学报(自然科学版), 2015, 0(1): 16-19. DOI: 10.13757/j.cnki.cn34-1150/n.2015.01.005 |
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| 作者姓名： | 何基娇 胡怡玉 周之寒 |
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| 作者单位： | 安徽大学 数学科学学院,安徽 合肥,230601;安徽大学 数学科学学院,安徽 合肥,230601;安徽大学 数学科学学院,安徽 合肥,230601 |
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| 基金项目： | 安徽大学科研训练计划资助项目(资助号KYXL2014008)。 |
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| 摘 要： | 重尾理赔下风险模型的精致大偏差研究是现代保险精算学中的一个重要课题。假定理赔序列为一列D族重尾END同分布随机变量序列,理赔到来过程为一与理赔序列独立的计数过程。在一定条件下,得到该风险模型在一般情形下的精致大偏差,推广了相关文献已报道的结果。
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| 关 键 词： | 精致大偏差 END 随机和 控制变换尾 |
Precise Large Deviations of Random Sums in the Presence of END Structure and Dominated Variation |
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| HE Ji-jiao,HU Yi-yu,ZHOU Zhi-han. Precise Large Deviations of Random Sums in the Presence of END Structure and Dominated Variation[J]. Journal of Anqing Teachers College(Natural Science Edition), 2015, 0(1): 16-19. DOI: 10.13757/j.cnki.cn34-1150/n.2015.01.005 |
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| Authors: | HE Ji-jiao HU Yi-yu ZHOU Zhi-han |
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| Affiliation: | HE Ji-jiao;HU Yi-yu;ZHOU Zhi-han;School of Mathematic Science,Anhui University; |
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| Abstract: | The risk model of precise large deviations for sums of heavy-tailed random variables is an important topic in insur-ance and finance.In this paper, let the claims be a sequence of real-valued identically distributed random variables with common distribution function.The claim number is a nonnegative inter-valued counting process independent of the claims.Under some conditions, we obtained precise large deviations of the risk model under the general case and promoted a number of classical re-sults. |
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| Keywords: | precise large deviation extended negatively dependent sums of random variables dominated variation |
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