Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models  

作　　者：KONG Fan-chao WANG Jin-liang 

机构地区：[1]Department of Mathematics, Anhui University, Hefei 230039, China

出　　处：《Chinese Quarterly Journal of Mathematics》2006年第1期71-79,共9页数学季刊（英文版）

基　　金：Supported by the Natural Science Foundation of the Education Department of Anhui Province(0505101)

摘　　要：This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and Finance.

关 键 词：renewal risk model heavy-tailed distribution large deviation renewal counting process 

分 类 号：O211.4[理学—概率论与数理统计]