复合二项分布下多险种风险模型的大偏差  

Large Deviations for a Multi-Risk Model with Compound Binomial Distribution

作　　者：孙歆 段誉 金瑾 SUN Xin, DUAN Yu, JIN Jin(College of Science, Guizhou University of Engineering Science, Bijie 551700, Chin)

机构地区：[1]贵州工程应用技术学院理学院

出　　处：《数学的实践与认识》2018年第6期271-276,共6页Mathematics in Practice and Theory

基　　金：国家自然科学基金(11661021);贵州省科技厅科学技术联合基金项目(黔科合LH字[2016]7054号);贵州省教育厅青年科技人才成长项目(KY[2017]297)

摘　　要：考虑了重尾分布的多险种复合二项风险模型，在索赔额分布服从一致变化尾时，得到了其总索赔过程和总索赔盈利过程的大偏差，推广了经典复合二项风险模型的结论．In this paper, the multi-risk model with compound binomial process is considered. When the claims-size distributions belongs to the consistent variation class, we derive the large deviations for the aggregate claims process and the surplus process of aggregate claims, extend the results of the classical compound binomial risk model.

关 键 词：多险种 复合二项过程 大偏差 

分 类 号：O211.67[理学—概率论与数理统计]