期刊文献+

BD不同分布的随机变量和的大偏差 被引量:1

The Random Variables and the Large Deviation of BD Different Distribution
下载PDF
导出
摘要 随机变量序列和的尾概率性状研究是保险精算领域的热门问题之一,而随机变量序列的和的精确大偏差则精确刻画了其尾概率的极限性态.研究长尾上带有二元负相依结构的随机变量和的精确大偏差,得到了随机变量的确定和及随机和的两种一致变化的尾概率的相应结论. Study on the properties and the tail probability of random variable sequence is one of the hot issues in the field of insurance actuarial, whereas random variables sequences and the precise large devia?tions accurately depict the tail probability of blame.Research on the long tail with dual negative dependen?cy structure of random variables and the precise large deviations, obtained the determination of random variables and random and changes of two kinds of consistent tail probability of the corresponding conclu?sion.
作者 赵博 华志强
出处 《湖北民族学院学报(自然科学版)》 CAS 2015年第4期396-398,共3页 Journal of Hubei Minzu University(Natural Science Edition)
基金 内蒙古民族大学科学研究基金项目(NMDTB1436 NMDTB1437)
关键词 大偏差 尾概率 长尾 二元相依 large deviation tail probability long tail binary dependency
  • 相关文献

参考文献7

  • 1杨少华,于海芳,华志强.二元相依随机变量和的精确大偏差[J].江汉大学学报(自然科学版),2013,41(3):23-25. 被引量:2
  • 2Fotis Loukissas.??Precise Large Deviations for Long-Tailed Distributions(J)Journal of Theoretical Probability . 2012 (4)
  • 3Li Liu.??Precise large deviations for dependent random variables with heavy tails(J)Statistics and Probability Letters . 2009 (9)
  • 4Some Asymptotic Results for One-Sided Large Deviation Probabilities(J)Lithuanian Mathematical Journal . 2003 (3)
  • 5Large Deviations for Sums of Independent Heavy-Tailed Random Variables(J)Lithuanian Mathematical Journal . 2004 (2)
  • 6Kai W. Ng,Qihe Tang,Jia-An Yan,Hailiang Yang.Precise large deviations for sums of random variables with consistently varying tails. Journal of Applied Probability . 2004
  • 7Qihe Tang,Chun Su,Tao Jiang,Jinsong Zhang.??Large deviations for heavy-tailed random sums in compound renewal model(J)Statistics and Probability Letters . 2001 (1)

二级参考文献6

  • 1华志强,姜晓威.带延拓负上限相关的随机变量和的精确大偏差[J].北华大学学报(自然科学版),2012,13(4):398-400. 被引量:7
  • 2Klüppelberg C,Mikosch T.Large deviations of heavy-tailed random sums with applications in insur ance and finance[J].Journal of Applied Probability,1997,34(2):293-308.
  • 3Ng K W,Tang Q,Yang J A,et al.Precise large devia tions for sums of random variables with consistently varying tails[J].Journal of Applied Probability,2004,41(1):93-107.
  • 4Liu L.Precise large deviation for dependent random variables with heavy tails[J].Statistics&Probability Letters,2009,79(9):1290-1298.
  • 5Yang Y,Wang K.Uniform asymptotics for the fi nite-time and infinite-time ruin probabilities in a de pendent risk model with constant interest rate and heavy-tailed claims[J].Lithuanian Mathematical Jour nal,2012,52(1):111-121.
  • 6Konstantinides D G,Loukissas F.Precise large devia tions for sums of negatively dependent random variables with common long-tailed distributions[J].Communica tions in Statistics-Theory and Methods,2011,40(19):3663-3671.

共引文献1

同被引文献16

  • 1Quansheng Liu.On generalized multiplicative cascades[J].Stochastic Processes and their Applications,2000,86(2):263-286.
  • 2R Lyons,R Pemantle,Y Peres.Conceptual proofs of log L criteria for mean behavior of branching processes[J].Annals of Probability,1995,4:15-18
  • 3Didier.Harmonic Continuous-Time Branching Moments[J].Annals of Applied Probability,2007,6:56-89.
  • 4K B Athreya,A Vidyashankar.Large Deviation Results for Branching Processes[J].Stochastic Processes,1993,8:59-98.
  • 5J D Biggins.Asymptotic properties of supercritical branching processes in random environments Growth rates in the branching random walk[J].Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete,1979,5:36-89
  • 6J D Biggins.Martingale convergence in the branching random walk[J].J Appl Probab,1977(3):25-36.
  • 7D Piau.Immortal branching Markov processes:Averaging properties and PCR applications[J].Annals of Probability,2004,32(1A):337-364
  • 8I Grigorescu,M Kang.Immortal particle for a catalytic branching process[J].Probability Theory&Related Fields,2012,20:45-63.
  • 9O D Jones.Large deviations for supercritical multitype branching processes[J].Journal of Applied Probability,2001,4:44-56.
  • 10P E Ney,N Vidyashankar.Local limit theory and large deviations for supercritical Branching processes[J].Annals of Applied Probability,2004,4:189-201.

引证文献1

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