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.

Lower bound of precise large deviation for partial sums of END random variables with long tails in a multi-risk model

In view of the actual condition of the insurance company, a multi-risk model is proposed, the precise large deviation for partial sums of random variables with long tailed distributions is investigated, where the sequence of random variables is a sequence of extended negatively dependent and identically distributed random variables, and the asymptotic lower bound of large deviation for partial sums of random variables by using the proof method basing on the results of precise large deviations for long tailed distributions is obtained.