苏州科技大学学报（自然科学版）2021，Vol.38Issue(1)：29-37,9.DOI:10.12084/j.issn.2096-3289.2021.01.005
带有WOD相依索赔及多重延迟索赔相依风险模型的总索赔的精致大偏差
Precise large deviations of aggregate claims in a size-dependent and delayed risk model with WOD claims
摘要
Abstract
This paper considers a size-dependent risk model. In this model there exists a dependence structure between the claim sizes and the inter-arrival times. When the claim sizes have a widely orthant dependent structure and the num-ber process of claims is a delayed renewal counting process ,the precise large deviations of aggregate claims have been obtained for the heavy-tailed claim sizes.关键词
精致大偏差/索赔相依风险模型/总索赔/重尾分布Key words
precise large deviations/size-dependent risk model/aggregate claims/heavy-tailed distributions分类
数理科学引用本文复制引用
荀宝银,王开永..带有WOD相依索赔及多重延迟索赔相依风险模型的总索赔的精致大偏差[J].苏州科技大学学报（自然科学版）,2021,38(1):29-37,9.基金项目
国家自然科学基金资助项目(11401418) （11401418）
江苏省"333高层次人才培养工程"资助项目 （）
江苏省研究生科研创新计划项目(KYCX20_2748) （KYCX20_2748）
教育部人文社科基金项目(18YJC910004) （18YJC910004）
