Large Deviations for a Generalized Compound Renewal Risk Model  

作　　者：GA O Shan 

机构地区：[1]School of Mathematics and Computational Science, Fuyang Normal College, Fuyang 236032, China

出　　处：《Chinese Quarterly Journal of Mathematics》2010年第3期399-406,共8页数学季刊（英文版）

基　　金：Supported by Anhui Provincial Colleges and Universities Teaching and Research Projects(2008jyxm556)

摘　　要：This paper extends the ordinary renewal risk model to the case where the premium income process,based on a renewal counting process,is no longer a linear function;and the total claim amount process is described by a compound renewal process.For this realistic risk model,the large deviations for the claim surplus process is investigated.

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

分 类 号：O211.4[理学—概率论与数理统计]