西北师范大学学报（自然科学版）2013，Vol.49Issue(2)：14-19,6.
重尾分布D∩L下延迟索赔风险模型的精细大偏差
The precise large deviations for a delayed-claims risk model of heavy-tailed random variables in D∩L
摘要
Abstract
A delayed-claims risk model is discussed, which contains two claims: the main claims and the delayed-claims. When the two claims are respectively extended negatively dependent(END) and non-identically distributed, the precise large deviations of partial sums and random sums of the prospective-loss process are obtained.关键词
延迟索赔风险模型/扩展负相依/大偏差/D∩LKey words
delayed-claims risk model/ extended negatively dependent (END)/ large deviations/ D∩L分类
数理科学引用本文复制引用
肖鸿民,王英,崔艳君..重尾分布D∩L下延迟索赔风险模型的精细大偏差[J].西北师范大学学报（自然科学版）,2013,49(2):14-19,6.基金项目
国家自然科学基金资助项目(71261023) （71261023）
甘肃省教育厅研究生导师科研基金资助项目(1001-10) （1001-10）
