| 负相协重尾随机变量随机和的中偏差 |
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| 引用本文： | 于金酉,韦晓,胡亦钧. 负相协重尾随机变量随机和的中偏差[J]. 数学杂志, 2005, 25(5): 494-498 |
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| 作者姓名： | 于金酉 韦晓 胡亦钧 |
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| 作者单位： | 武汉大学数学与统计学院,湖北 武汉 430072 |
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| 基金项目： | Supported by the National Natural Science Foundation of China（70273029）, the Ministry of Education of China, |
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| 摘 要： | 本文讨论了具有重尾负相协索赔的经典风险模型．通过一种改进后的大偏差技术，给出了索赔总量过程的中偏差结果：所获结果推广了独立索赔情形下的相应的结果．
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| 关 键 词： | 中偏差 随机和 负相协 推广正则变化类 |
| 文章编号： | 0255-7797（2005）05-0494-05 |
| 收稿时间： | 2003-12-08 |
| 修稿时间： | 2003-12-082004-11-02 |
MODERATE DEVIATIONS FOR NEGATIVELY ASSOCIATED RANDOM SUMS OF HEAVY TAILED RANDOM VARIABLES |
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| YU Jin-you,WEI Xiao,HU Yi-jun. MODERATE DEVIATIONS FOR NEGATIVELY ASSOCIATED RANDOM SUMS OF HEAVY TAILED RANDOM VARIABLES[J]. Journal of Mathematics, 2005, 25(5): 494-498 |
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| Authors: | YU Jin-you WEI Xiao HU Yi-jun |
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| Affiliation: | School of Math. and Statistics ,Wuhan University ,Wuhan 430072,China |
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| Abstract: | In this paper we consider a classical risk model with negatively associated claims being of heavy tails. By a modified large deviation approach, we give the precise moderate deviation results for the total claim amounts. The corresponding results about independent claims are extended. |
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| Keywords: | moderate deviations reandom sums negatively associated extended regular variation |
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