Large Deviations for Heavy-tailed Random Variables in Prospective-loss Process

被引：1
|
作者：
Bao Zhen-hua (School of Mathematics
机构：
来源：
Communications in Mathematical Research | 2009年 / 25卷 / 03期
关键词：
consistently varying tails; large deviations; prospective-loss process;
D O I：
10.13447/j.1674-5647.2009.03.004
中图分类号：
O211.5 [随机变量];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper,we study the precise large deviations for the prospectiveloss process with consistently varying tails.The obtained results improve some related known ones.
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页码：223 / 230
页数：8
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