Precise large deviations for the difference of two sums of END random variables with heavy tails

被引：3
|
作者：
Hua, Zhiqiang [1 ,2 ]
Song, Lixin [1 ]
Lu, Dawei [1 ,3 ]
Qi, Xiaomeng [1 ]
机构：
[1] Dalian Univ Technol, Sch Math Sci, 2 Linggong St, Dalian 116023, Liaoning, Peoples R China
[2] Inner Mongolia Univ Nationalities, Coll Math, Tongliao, Inner Mongolia, Peoples R China
[3] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Difference of two sums of random variables; Extended negatively dependent; Heavy-tailed distributions; Precise large deviations; CONSISTENTLY VARYING TAILS; INTEGRAL LIMIT-THEOREMS; CRAMERS CONDITION; MULTIRISK MODEL; LOWER BOUNDS; ACCOUNT; CLAIMS; HOLD;
D O I：
10.1080/03610926.2015.1004094
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {X-ij, j 1}, i = 1, 2. In this article, the asymptotic behaviors of precise large deviations for non random difference Sigma(n)(1)(t)(j = 1)X-1j - Sigma(n)(2)(t)(j = 1)X-2j and random difference Sigma(N)(1)(t)(j = 1)X-1j - Sigma(N)(2)(t)(j = 1)X-2j are investigated, and under several assumptions, some corresponding asymptotic formulas are obtained.
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页码：736 / 746
页数：11
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