[1]肖鸿民,马秀芬,崔艳君,等.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,(01):12-15.
 XIAO Hong-min,MA Xiu-fen,CUI Yan-jun,et al.The Precise Large Deviations for a Renewal Risk Model with Negatively Dependent Claims[J].,2013,(01):12-15.
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负相依索赔下更新风险模型的精细大偏差()
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《江西师范大学学报》(自然科学版)[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2013年01期
页码:
12-15
栏目:
出版日期:
2013-01-01

文章信息/Info

Title:
The Precise Large Deviations for a Renewal Risk Model with Negatively Dependent Claims
作者:
肖鸿民;马秀芬;崔艳君;王英
西北师范大学数学与信息科学学院,甘肃兰州,730070
Author(s):
XIAO Hong-min;MA Xiu-fen;CUI Yan-jun;WANG Ying
关键词:
负相依更新过程D∩L族精细大偏差
Keywords:
negatively dependence renewal process class D∩L precise large deviations
分类号:
O211.4
文献标志码:
A
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.
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.

参考文献/References:

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备注/Memo

备注/Memo:
国家自然科学基金(71171103);甘肃省教育厅科研(1001-10)
更新日期/Last Update: 1900-01-01