苏州科技大学学报（自然科学版）2021，Vol.38Issue(3)：24-30,7.DOI:10.12084/j.issn.2096-3289.2021.03.004
带有NQD相依索赔的总索赔贴现尾的一致渐近性
Uniform asymptotics for the tail of the discounted aggregate claims with NQD claim sizes
摘要
Abstract
This paper considers a risk model with stochastic return,in which the price process of the investment portfolio is expressed as a geometric Lévy process.When the claim sizes have consistently varied distributions,the uniform asymp-totics of the tail of the discounted aggregate claims has been obtained for the negatively quadrant dependent claim sizes,which extends some corresponding results of this risk model.关键词
一致渐近性/总索赔贴现/Lévy过程/重尾分布Key words
uniform asymptotics/discounted aggregate claims/Lévy process/heavy-tailed distributions分类
数理科学引用本文复制引用
崔永芳,王开永..带有NQD相依索赔的总索赔贴现尾的一致渐近性[J].苏州科技大学学报（自然科学版）,2021,38(3):24-30,7.基金项目
国家自然科学基金资助项目(11401418) （11401418）
教育部人文社科基金项目(18YJC910004) （18YJC910004）
江苏省"333高层次人才培养工程"资助项目 （）
