[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].Journal of Jiangxi Normal University:Natural Science Edition,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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[10] 马学敏,胡亦均.复合二项过程风险模型的精细大偏差及有限时间破产概率 [J].数学学报,2008,51(6):1119-1130.
[11] 肖鸿民,马慧娟.负相依重尾索赔条件下损失过程的精细大偏差 [J].兰州大学学报:自然科学版,2011,47(3):101-107.
[12] Block H W,Savits T H,Shaked M.Some concepts of negative dependence [J].Ann Probab,1982,10(3):765-772.
[13] Tang Qihe.Insensitivity to negative dependence of the asymptotic behavior of precise large deviations [J].Electron Prob,2006,11(4):107-120.
[14] 肖鸿民,刘建霞.带负相依重尾潜在索赔额的风险模型的有限时间破产概率 [J].山东大学学报:理学版,2011,46(9):117-121

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