摘要
研究了基于客户到来的更新风险模型,该风险模型中假设索赔额序列是负相依不同分布的重尾随机变量序列,则在索赔额服从D∩L族的条件下,得到了损失过程的精细大偏差.
A renewal process risk model based on the customer was proposed. In this model, customers＇ claims are described as negatively dependent heavy-tailed random variables with non-identical distribution. Under the assumption that the claims belong to class D∩L, the precise large deviations of the loss process is obtained.
出处
《江西师范大学学报（自然科学版）》
CAS
北大核心
2013年第1期12-15,共4页
Journal of Jiangxi Normal University(Natural Science Edition)
基金
国家自然科学基金(71171103)
甘肃省教育厅科研(1001-10)资助项目
关键词
负相依
更新过程
D∩L族
精细大偏差
： negatively dependence
renewal process
classD∩L
precise large deviations
