| 多维风险模型中独立和的局部大偏差 |
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| 引用本文： | 冯敬海,赵盼盼,焦力宾.多维风险模型中独立和的局部大偏差[J].数学研究及应用,2014,34(2):240-248. |
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| 作者姓名： | 冯敬海 赵盼盼 焦力宾 |
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| 作者单位： | 大连理工大学数学科学学院, 辽宁 大连 116024;大连理工大学数学科学学院, 辽宁 大连 116024;大连理工大学数学科学学院, 辽宁 大连 116024 |
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| 基金项目： | Acknowledgements We thank the referees for their valuable comments which help the authors improve the exposition of this paper significantly. |
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| 摘 要： | 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.
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| 关 键 词： | 风险模型 大偏差 独立和 密度函数 SNI 均值 |
| 收稿时间： | 2012/8/15 0:00:00 |
| 修稿时间： | 2013/11/12 0:00:00 |
Local Precise Large Deviations for Independent Sums in Multi-Risk Model |
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| Jinghai FENG,Panpan ZHAO and Libin JIAN.Local Precise Large Deviations for Independent Sums in Multi-Risk Model[J].Journal of Mathematical Research with Applications,2014,34(2):240-248. |
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| Authors: | Jinghai FENG Panpan ZHAO and Libin JIAN |
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| Institution: | School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China;School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China;School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China |
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| Abstract: | In this paper, we study the case of independent sums in multi-risk model. Assume that there exist $k$ types of variables. The $i$th are denoted by $\{X_{ij},j\geq1\}$, which are i.i.d. with common density function $f_i(x)\in\mathcal {OR}$ and finite mean, $i=1,\ldots,k$. We investigate local large deviations for partial sums $\sum_{i=1}^{k}S_{n_{i}}=\sum_{i=1}^{k}\sum_{j=1}^{n_{i}}X_{ij}$. |
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| Keywords: | multi-risk model O-regularly varying function local precise large deviations regular density |
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