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| Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models | |
| 引用本文： | KONG Fan-chao,WANG Jin-liang (Department of Mathematics,Anhui University,Hefei 230039,China). Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models[J]. 数学季刊, 2006, 21(1): 71-79 |
| 作者姓名： | KONG Fan-chao WANG Jin-liang (Department of Mathematics Anhui University Hefei 230039 China) |
| 作者单位： | Department of Mathematics，Anhui University，Hefei 230039，China |
| 基金项目： | Supported by the Natural Science Foundation of the Education Department of Anhui Province(0505101) |
| 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. |
| 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 | |
| Authors: | KONG Fan-chao WANG Jin-liang |
| Affiliation: | Department of Mathematics, Anhui University, Hefei 230039, China |
| 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. |
| Keywords: | renewal risk model heavy-tailed distribution large deviation renewal counting process |
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