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国家自然科学基金(s11171321)

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Precise large deviations for generalized dependent compound renewal risk model with consistent variation被引量:4
2014年
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.
Yu CHEN Weiping ZHANG Chun SU
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