基于投保过程的风险过程的精细大偏差

Precise large deviations for a risk process based on entrance process of the insured

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摘要提出了一个基于投保过程的风险模型.在索赔额为重尾分布假设条件下研究了损失过程的精细大偏差. A risk model based on the insureds＇ entrance process was proposed and precise large deviations from the loss process were investigated under the condition that the claims follow some heavy-tailed distribution.

作者陈进源李泽慧

机构地区兰州大学数学与统计学院

出处《兰州大学学报（自然科学版）》 CAS CSCD 北大核心 2011年第5期99-103,108,共6页 Journal of Lanzhou University(Natural Sciences)

基金国家自然科学基金项目(10871086) 兰州大学中央高校基本科研业务费专项资金项目(LZUJBKY-2011-123)

关键词泊松发射噪声过程重尾分布精细大偏差 Poisson shot noise process heavy tailed distribution precise large deviation

分类号 O211.4 [理学—概率论与数理统计]

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共引文献46

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1李棵,赵晓芹.多因素影响下的三非齐次Poisson风险模型[J].数学理论与应用,2013,33(1):77-81. 被引量：1

兰州大学学报（自然科学版）

2011年第5期

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基于投保过程的风险过程的精细大偏差

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