| 变保费率的扰动多险种模型总索赔盈余的大偏差 |
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| 引用本文： | 董英华,罗琦.变保费率的扰动多险种模型总索赔盈余的大偏差[J].数学的实践与认识,2011,41(23). |
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| 作者姓名： | 董英华 罗琦 |
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| 作者单位： | 1. 南京信息工程大学数理学院,江苏南京,210044
2. 南京信息工程大学信息与控制学院,江苏南京,2100441 |
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| 基金项目： | 国家自然科学基金(61174077) |
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| 摘 要： | 考虑变保费率的扰动多险种更新模型.在索赔额分布属于一致变化类的条件下,给出总索赔盈余过程的精致大偏差.
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| 关 键 词： | 多险种模型 变保费率 布朗运动 更新模型 精致大偏差 |
Large Deviations of the Surplus of Aggregate Claims for a Perturbed Multi-risk Model with Variable Premium Rate |
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| DONG Ying-hua,LUO Qi.Large Deviations of the Surplus of Aggregate Claims for a Perturbed Multi-risk Model with Variable Premium Rate[J].Mathematics in Practice and Theory,2011,41(23). |
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| Authors: | DONG Ying-hua LUO Qi |
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| Institution: | DONG Ying-hua~1,LUO Qi~2 (1.College of Mathematics and Physics,Nanjing University of Information Science and Technology,Nanjing 210044,China) (2.College of Information and Control,China) |
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| Abstract: | In this paper,the perturbed multi-risk renewal model is considered.When the claim-size distributions belong to the consistent variation class,we present the precise large deviation for the surplus process of aggregate claims. |
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| Keywords: | multi-risk model variable premium rate Brownian motion renewal model precise large deviation |
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