Precise large deviations for generalized dependent compound renewal risk model with consistent variation

被引：0
|
作者：
Yu Chen
Weiping Zhang
Chun Su
机构：
[1] University of Science and Technology of China,Department of Statistics and Finance, School of Management
来源：
Frontiers of Mathematics in China | 2014年 / 9卷
关键词：
Negative dependence; precise large deviation; random sum; consistently varying tail; 62E20; 60G70;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We investigate the precise large deviations of random sums of negatively dependent random variables with consistently varying tails. We find out the asymptotic behavior of precise large deviations of random sums is insensitive to the negative dependence. We also consider the generalized dependent compound renewal risk model with consistent variation, which including premium process and claim process, and obtain the asymptotic behavior of the tail probabilities of the claim surplus process.
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收藏
页码：31 / 44
页数：13
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