安庆师范学院学报（自然科学版）Issue(1)：16-19,4.DOI:10.13757/j.cnki.cn34-1150/n.2015.01.005
D族 END随机变量随机和的精致大偏差
Precise Large Deviations of Random Sums in the Presence of END Structure and Dominated Variation
摘要
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.关键词
精致大偏差/END/随机和/控制变换尾Key words
precise large deviation/extended negatively dependent/sums of random variables/dominated variation分类
数理科学引用本文复制引用
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,(1):16-19,4.基金项目
安徽大学科研训练计划资助项目（资助号KYXL2014008）。 （）
