首页 | 本学科首页   官方微博 | 高级检索  
文章检索
  按 检索   检索词:      
出版年份:   被引次数:   他引次数: 提示:输入*表示无穷大
  收费全文   7篇
  国内免费   1篇
  完全免费   6篇
  数学   14篇
  2016年   2篇
  2014年   3篇
  2011年   3篇
  2009年   2篇
  2008年   1篇
  2007年   1篇
  2006年   1篇
  2002年   1篇
排序方式: 共有14条查询结果,搜索用时 125 毫秒
1.
马学敏  胡亦钧 《数学学报》2008,51(6):1119-113
讨论基于客户到来的复合二项过程风险模型.在该风险模型中,假设索赔额序列是独立同分布的重尾随机变量序列,不同保单发生实际索赔的概率可以不同,则在索赔额服从ERV的条件下,得到了损失过程的精细大偏差;进一步地,得到了有限时间破产概率的Lundberg极限结果.  相似文献
2.
该文考虑变保费率的扰动风险模型,其中索赔的分布是重尾的.对这个风险模型,给出了索赔剩余过程的精细大偏差;同时,还得到了它的有限时间破产概率的Cramér-Lundberg型极限结果.  相似文献
3.
李克文  胡亦钧 《数学杂志》2002,22(2):131-139
本文研究了一类独立重尾随机变量随机和S(t)∧=∑k=1^N(t)Xk,t≥0的大偏差概率,其中{N(t),t≥0}是一放大晨负整数值随机变量;{Xn,n≥1}是非负,独立随机变量序列,并与{N(t),t≥0}独立。本文的结果将{Xn,n≥1}为独立同分布情形推广到了独立不同分布情形。  相似文献
4.
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).  相似文献
5.
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。  相似文献
6.
We investigate the precise large deviations of random sums of negatively dependent random variables with consistently varying tails. We find out the asymptotic behavior of precise large deviations of random sums is insensitive to the negative dependence. We also consider the generalized dependent compound renewal risk model with consistent variation, which including premium process and claim process, and obtain the asymptotic behavior of the tail probabilities of the claim surplus process.  相似文献
7.
Let $\{X,X_k: k\geq1\}$ be a sequence of independent and identically distributed random variables with a common distribution $F$. In this paper, the authors establish some results on the local precise large and moderate deviation probabilities for partial sums $S_n=\sum\limits_{i=1}^nX_i$ in a unified form in which $X$ may be a random variable of an arbitrary type, which state that under some suitable conditions, for some constants $T>0,\ a$ and $\tau>\frac12$ and for every fixed $\gamma>0$, the relation \begin{align*} P(S_n-na\in (x,x+T])\sim n F((x+a,x+a+T]) \end{align*} holds uniformly for all $x\geq \gamma n^{\tau}$ as $n\to\infty$, that is, \begin{align*} \lim_{n\to+\infty}\sup_{x\geq \gamma n^\tau}\Big|\frac{P(S_n-na\in (x,x+T])}{n F((x+a,x+a+T])}-1\Big|=0. \end{align*} The authors also discuss the case where $X$ has an infinite mean.  相似文献
8.
The purpose of this note is to correct an error in Baltrunas et al. (2004) [1], and to give a more detailed argument to a formula whose validity has been questioned over the years. These details close a gap in the proof of Theorem 4.1 as originally stated, the validity of which is hereby strengthened.  相似文献
9.
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.  相似文献
10.
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.  相似文献
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号