索赔重尾条件下多风险模型的精细大偏差  

Precise Large Deviations for Sums of Random Variables with Heavy Tails in Multi-risk Models

作　　者：李德宜[1] 张娟[1] 

机构地区：[1]武汉科技大学理学院,湖北武汉430065

出　　处：《科技创业月刊》2012年第9期25-26,共2页Journal of Entrepreneurship in Science & Technology

摘　　要：探讨了索赔过程为多险种的风险模型,以及重尾随机变量分布函数f为OR类精确大偏差问题。假设一个保险公司有k种类型的险种,第i个险种的索赔过程记为{xij,j≥1},i=1,…,k,在他人研究的基础上得出多险种风险模型s(k;n1,…,nk)=ki=1Σnij=1Σxij的精细大偏差。In this paper we consider the claims process is a multi-risk model with heavy tails, and its distribution function is OR tails. Assume that there are K types of insurance in an insurance company, the related claims are denoted by ｜xy,j≥1｜,i=1,…,k,we investgate the precise large deviation whose model is multi-risk s（k;n1,…,nk）=k∑i=1 ni∑j=1xy.

关 键 词：重尾分布 OR类 大偏差 多险种风险模型 经典风险模型 

分 类 号：F224.9[经济管理—国民经济]