数学杂志2012，Vol.32Issue(6)：1021-1026,6.
部分转移风险过程的大偏差
LARGE DEVIATION OF PARTLY SHIFTED RISK PROCESS
摘要
Abstract
This article studies the large deviation for the partly shifted risk process.By the method of constructing an exponential martingale,we prove the large deviation result of the risk process.This result gives an asymptotic behavior for the partly shifted risk process.关键词
部分转移风险过程/大偏差Key words
partly shifted risk process/large deviation分类
数理科学引用本文复制引用
严钧,汪宝彬..部分转移风险过程的大偏差[J].数学杂志,2012,32(6):1021-1026,6.基金项目
Supported by Youth Foundation of Tianyuan Mathematics (11026114) （11026114）
Technological Innovation Foster Foundation of Yangzhou University (2011CXJ003) （2011CXJ003）
