| 宋立新,冯敬海,袁亮亮,石新勇.负相依索赔条件下关于复合更新风险模型的精细大偏差[J].,2014,54(6):696-701 |
| 负相依索赔条件下关于复合更新风险模型的精细大偏差 |
| Precise large deviations for compound renewal risk model with negative dependence claims |
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| DOI：10.7511/dllgxb201406015 |
| 中文关键词: 精细大偏差 负相依 随机和 复合更新风险模型 |
| 英文关键词: precise large deviations negative dependence random sums compound renewal risk model |
| 基金项目:国家自然科学基金资助项目(11101061,11371077,61175041). |
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| 中文摘要: |
| 研究不独立、不同分布的精细大偏差问题，其中假设 X n，n≥1 是一列负相依的随机变量序列， F n，n≥1 为其对应的分布函数列．在满足一定的条件下，重点解决非随机和的精细大偏差的下限问题，得到相对应的随机和的一致渐近结论，并将所得结论应用到更为实际的复合更新风险模型中，验证了其理论与实际价值． |
| 英文摘要: |
| The precise large deviations of non-independent and non-identical distributions are investigated, where X n, n≥1 is a sequence of negative dependence random variables with distribution functions F n, n≥1 . Under certain conditions, the lower bound of the precise large deviations for the non-random sums is solved, and the uniformly asymptotic results for the corresponding random sums are obtained. The research results are applied to the more practical compound renewal risk model, and the theoretical and practical values are verified. |
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