期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

带负相依控制变化尾的双边随机变量和的精致大偏差 被引量：1

Precise large deviations for sums of ND random variables with common dominatedly varying tails
下载PDF
导出
摘要 得到了带负相依双边控制变化尾分布的随机变量的和的精致大偏差结果,把Tang关于C和Wang等关于NAr.v.s的结果分别推广到D和NDr.v.s. We obtain results on precise large deviations for non-random negatively dependent random variables with common dominatedly varying tail distribution function. The obtained results extend Tang＇s result about E and Wang＇s result about NA r. v. s to the corresponding results of E and ND r. v. s
作者 高强 王岳宝
机构地区 苏州大学数学科学学院
出处 《苏州大学学报（自然科学版）》 CAS 2008年第4期13-17,共5页 Journal of Soochow University(Natural Science Edition)
基金 国家自然科学基金资助项目(10671139)
关键词 负相依 控制变化尾 双边分布 精致大偏差 negative dependence dominated varying tails two-sided distribution precise large deviations
分类号 O211 [理学—概率论与数理统计]
  • 相关文献

参考文献7

  • 1Tang Q. Insensitivity to negative dependence of the asymptotic behavior of precise large deviations [ J ]. Electronic Journal of Probability,2006,11 (4) : 107 - 120.
  • 2Yue Bao WANG,Kai Yong WANG,Dong Ya CHENG.Precise Large Deviations for Sums of Negatively Associated Random Variables with Common Dominatedly Varying Tails[J].Acta Mathematica Sinica,English Series,2006,22(6):1725-1734. 被引量：19
  • 3Cline D, Samorodnitsky G. Subexponentiality of the product fo independent random variables [ J ]. Stoch Process App, 1994,49:75 -98.
  • 4Block W, Savits H, Shaked M. Some concepts of negative dependence [ J ]. The Annals of Probability, 1982,10 (3) :765 -772.
  • 5Joag-Dev K, Proschan F. Negative association of random variables, with applications [ J ]. The Annals of Statistics, 1983,11 ( 1 ) : 286 - 295.
  • 6Ng K, Tang Q, Yan J, et al. Precise large deviations for heavy-tailed random sums in compound renewal model [ J ]. Statist Prob Lett,2004,42:93 - 107.
  • 7Tang Q,Tsitsiashvili G. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks [ J ]. Stochastic Process Appl,2003,108 (2) :299 - 325.

二级参考文献2

共引文献18

同被引文献14

  • 1GELUK J, NG K W. Tail behavior of negativelyassociated heavy-tailed sums [J]. Appl probab,2006, 43(2): 587-593.
  • 2WANG Ding-cheng,TANG Qi-he. Maxima of sumsand random sums for negatively associated randomvariables with heavy-tails [ J ]? Statistics andProbability Letters,2004, 68: 287-295.
  • 3TANG Qi-he. Insensitivity to negative dependence ofasymptotics behavior of precise large deviations [J].Electron J Probab,2006,11(4) : 107-120.
  • 4PAULAUSKAS V, SKUCAITE A. Someasymptotic results for one-sided large deviationsprobabilities!]J]. Lith Math J,2003,43(3): 318-326.
  • 5SKUCAITE A. Large deviations fou sums ofindependent heavy-tailed random variables [J]. LithMath J , 2004, 44(2): 1988-2086.
  • 6LIU Li. Precise large deviations for dependentrandom variables with heavy tails [J]. Statistics andProbability Letters,2009? 79: 1290-1298.
  • 7YUEN K C, GAOJ, NG K W. On estimate ruin ina delayed-claims model [J]. Journal of AppliedProbability? 2005,42: 163-174.
  • 8MACCI C. Large deviations for risk modle in whicheach main claim induces a delayed claim [J]. AnInternational Journal of Probability StochasticProcess,2006, 78: 79-89.
  • 9GAO Fu-qing, YAN Jun. Sample path large andmoderate deviations for risk model with delayed claim[J ]. Insurance : Mathematics and Economics,2009, 45: 74-80.
  • 10XIAO Hong-min,TANG Jia-shan. Asymptotic ruinprobability of an entrance processes based risk modelwith interest force and regularly varying claims[J].Chin Quart J of Math,2011,26(2) : 239-244.

引证文献1

二级引证文献3

苏州大学学报（自然科学版）
2008年 第4期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部