非负不同分布负相伴随机变量下的精细大偏差

研究非负,不同分布,负相伴随机变量的精细大偏差问题.在相对较弱的条件下,重点解决非随机和的精细大偏差的下限问题,得到相对应的随机和的一致渐近结论.同时,对复合更新风险模型进行深入的讨论,在一定的条件之下将其简化为一般的更新风险模型,并将所得相关的精细大偏差的结论应用到更为实际的复合更新风险模型中,验证其理论与实际价值.除此之外,本文的研究还表明,随机变量间的这种相依关系对精细大偏差的最终结果的影响并不大.     

(D)族负象限相依随机变量和的精致大偏差

在负象限相依结构下,得到了支撵在(-∞,∞)上的(D)族随机变量非中心化以及中心化部分和的精致大偏差.同时,还在较弱的条件下,得到了相应的中心化随机和的精致大偏差.     

非负不同分布负相协随机变量下的精细大偏差（英文）

本文研究非负,不同分布,负相协随机变量的精细大偏差问题.在相对较弱的条件下,重点解决了非随机和的精细大偏差的下限问题,得到相对应的随机和的一致渐近结论.同时,对复合更新风险模型进行了深入的讨论,在一定的条件之下将其简化为一般的更新模型,并将所得相关的精细大偏差的结论应用到更为实际的复合更新风险模型中,验证了其理论与实际价值.除此之外,本文的研究还表明,随机变量间的这种相依关系对精细大偏差的最终结果的影响并不大.     

D族负象限相依随机变量和的精致大偏差

在负象限相依结构下, 得到了支撑在 (-∞,∞) 上的 D 族随机变量非中心化以及中心化部分和的精致大偏差. 同时, 还在较弱的条件下, 得到了相应的中心化随机和的精致大偏差.     

负相协D族广义Sparre-Andevsen模型下的大偏差及其应用

本文将经典的Sparre-Andevsen风险模型推广到保费收入过程不再是线性过程的一般风险过程,得到了一些关于负相协D族随机变量随机和的大偏差结果,以及破产概率的弱等价性.     

复合更新风险模型中负相依索赔额下的精细大偏差（英文）

本文考虑了在复合更新风险模型当中,负相依索赔额情形下与之相关的精细大偏差的若干问题.文中假设{X_n,n≥1}是一列负相依的随机变量,其对应分布列为{F_n,n≥1},并假定F_n的右尾分布等同于某个具有一致变化尾的分布.根据所得的结果试图建立与经典大偏差相似的结论,并将其应用到改进后的复合更新风险模型当中.     

L族END的多元部分和的精确大偏差下界

从保险的实际出发,研究服从长尾分布族(L族)上的多元风险模型中随机变量序列的部分和的精确大偏差,其中假设随机变量序列是一列延拓负相依(END)的、同分布的随机变量序列,利用基于求L族的精确大偏差的方法得到了随机变量部分和的渐近下界.     

多元模型的长尾相依大偏差的下界

研究了在多元模型中的服从长尾分布且带有负相依的随机变量和的尾概率,在给定的一些条件下通过采用多元大偏差的方法得到了随机变量的非随机和和随机和的大偏差的下界,推广了相应的独立同分布情形下的结论.     

变保费率的扰动多险种模型总索赔盈余的大偏差

考虑变保费率的扰动多险种更新模型.在索赔额分布属于一致变化类的条件下,给出总索赔盈余过程的精致大偏差.     

负相协重尾随机变量随机和的中偏差

本文讨论了具有重尾负相协索赔的经典风险模型．通过一种改进后的大偏差技术，给出了索赔总量过程的中偏差结果：所获结果推广了独立索赔情形下的相应的结果．     

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??In this paper, precise large deviations of nonnegative, non-identical distributions and negatively associated random variables are investigated. Under certain conditions, the lower bound of the precise large deviations for the non-random sum is solved and the uniformly asymptotic results for the corresponding random sum are obtained. At the same time, we deeply discussed the compound renewal risk model, in which we found that the compound renewal risk model can be equivalent to renewal risk model under certain conditions. The relative research results of precise large deviations are applied to the more practical compound renewal risk model, and the theoretical and practical values are verified. In addition, this paper also shows that the impact of this dependency relationship between random variables to precise large deviations of the final result is not significant.     

LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR SUMS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

In this article, we obtain the large deviations and moderate deviations for negatively dependent (ND) and non-identically distributed random variables defined on (-∞, +∞). The results show that for some non-identical random variables, precise large deviations and moderate deviations remain insensitive to negative dependence structure.     

Precise Large Deviations for Sums of Negatively Associated Random Variables with Common Dominatedly Varying Tails

In this paper, we obtain results on precise large deviations for non-random and random sums of negatively associated nonnegative random variables with common dominatedly varying tail distribution function. We discover that, under certain conditions, three precise large-deviation prob- abilities with different centering numbers are equivalent to each other. Furthermore, we investigate precise large deviations for sums of negatively associated nonnegative random variables with certain negatively dependent occurrences. The obtained results extend and improve the corresponding results of Ng, Tang, Yan and Yang （J. Appl. Prob., 41, 93-107, 2004）.     

多维风险模型中独立和的局部大偏差

In this paper, we study the case of independent sums in multi-risk model. Assume that there exist k types of variables. The ith are denoted by {Xij, j ≥ 1}, which are i.i.d.with common density function fi(x) ∈ OR and finite mean, i = 1,..., k. We investigate local large deviations for partial sums k i=1Sni= k i=1 nij=1Xij.     

Large Deviations for Heavy-tailed Random Variables in Prospective-loss Process

In this paper, we study the precise large deviations for the prospectiveloss process with consistently varying tails. The obtained results improve some related known ones.     

Precise large deviations for widely orthant dependent random variables with dominatedly varying tails

For the widely orthant dependent (WOD) structure, this paper mainly investigates the precise large deviations for the partial sums ofWOD and non-identically distributed random variables with dominatedly varying tails. The obtained results extend some corresponding results.     

长尾宽上限相依的不同分布的随机变量和的精确大偏差

研究了服从长尾分布族上的随机变量和的精确大偏差问题,其中假设代表索赔额的随机变量序列是一列宽上限相依的、不同分布的随机变量序列。在给定一些假设条件下,得到了部分和与随机和的两种一致渐近结论。