| Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models |
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| 作者姓名： | KONG Fan-chao WANG Jin-liang |
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| 作者单位： | Department of Mathematics，Anhui University，Hefei 230039，China |
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| 基金项目： | Supported by the Natural Science Foundation of the Education Department of Anhui Province(0505101) |
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| 摘 要： | This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. 1] and 2]. These results can applied to some questions in Insurance and Finance.
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| 关 键 词： | 风险模型 巨大偏差 更新计算过程 随机和 |
Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models |
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| KONG Fan-chao,WANG Jin-liang.Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models[J].Chinese Quarterly Journal of Mathematics,2006,21(1):71-79. |
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| Authors: | KONG Fan-chao WANG Jin-liang |
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| Institution: | Department of Mathematics, Anhui University, Hefei 230039, China |
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| Abstract: | This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. 1] and 2]. These results can applied to some questions in Insurance and Finance. |
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| Keywords: | renewal risk model heavy-tailed distribution large deviation renewal counting process |
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