Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model |
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| Authors: | Dawei Lu |
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| Institution: | aSchool of Mathematical Sciences, Dalian University of Technology, Dalian 116023, China |
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| Abstract: | In view of the actual condition of the insurance company, a multi-risk model is proposed. The lower and upper bounds for the sums of subexponential claims in this model are given. The proof method is based on the results of the total claim amount under subexponential class. |
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| Keywords: | MSC: 60F10 60F05 60G50 |
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