部分转移风险过程的大偏差(英文)

LARGE DEVIATION OF PARTLY SHIFTED RISK PROCESS

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摘要本文研究了部分转移风险过程的大偏差问题.利用构造指数鞅的方法,得到了部分转移风险过程的大偏差.该结果给出部分转移风险过程的一个渐近行为. This article studies the large deviation for the partly shifted risk process.By the method of constructing an exponential martingale,we prove the large deviation result of the risk process.This result gives an asymptotic behavior for the partly shifted risk process.

作者严钧汪宝彬

机构地区扬州大学数学科学学院中南民族大学数学与统计学院

出处《数学杂志》 CSCD 北大核心 2012年第6期1021-1026,共6页 Journal of Mathematics

基金 Supported by Youth Foundation of Tianyuan Mathematics(11026114) Technological Innovation Foster Foundation of Yangzhou University(2011CXJ003)

关键词部分转移风险过程大偏差 partly shifted risk process large deviation

分类号 O211.4 [理学—概率论与数理统计]

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部分转移风险过程的大偏差(英文)

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