Chinese Quarterly Journal of Mathematics ›› 2006, Vol. 21 ›› Issue (1): 71-79.
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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
CLC Number:
O211.67
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.
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https://sxjk.magtechjournal.com/EN/Y2006/V21/I1/71
