在风险模型中一类重尾随机和的大偏差

数学季刊 ›› 2006, Vol. 21 ›› Issue (1): 71-79.

在风险模型中一类重尾随机和的大偏差

Department of Mathematics, Anhui University, Hefei 230039, China

收稿日期:2004-02-03 出版日期:2006-03-30 发布日期:2023-12-21
作者简介:KONG Fan-chao(1943-),make,native of Hefei,Anhui,a professor of Anhui University,engages in probability theory and its applications.
基金资助:
Supported by the Natural Science Foundation of the Education Department of Anhui Province(0505101)；

Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models

Department of Mathematics, Anhui University, Hefei 230039, China

Received:2004-02-03 Online:2006-03-30 Published:2023-12-21
About author:KONG Fan-chao(1943-),make,native of Hefei,Anhui,a professor of Anhui University,engages in probability theory and its applications.
Supported by:
Supported by the Natural Science Foundation of the Education Department of Anhui Province(0505101)；

摘要/Abstract

摘要： This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and Finance.

关键词: renewal risk model, heavy-tailed distribution, large deviation, renewal counting
process

Abstract: This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and Finance.

Key words: renewal risk model, heavy-tailed distribution, large deviation, renewal counting
process

中图分类号:

O211.67

孔繁超, 王金亮. 在风险模型中一类重尾随机和的大偏差[J]. 数学季刊, 2006, 21(1): 71-79.

KONG Fan-chao, WANG Jin-liang . Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models[J]. Chinese Quarterly Journal of Mathematics, 2006, 21(1): 71-79.