基于客户到来的负二项风险模型的大偏差  

Large Deviations for a Negative Binomial Risk Model Based on Customer-Arrival

作　　者：孙歆 段誉 SUN Xin;DUAN Yu(School of Science, Guizhou University of Engineering Science, Bijie 551700, China)

机构地区：[1]贵州工程应用技术学院理学院,贵州毕节551700

出　　处：《安徽师范大学学报（自然科学版）》2018年第1期15-18,23,共5页Journal of Anhui Normal University(Natural Science)

基　　金：国家自然科学基金项目(11361003);贵州省科技厅科学技术联合基金项目(黔科合LH[2016]7054);贵州省教育厅青年科技人才成长项目(黔教合KY字[2017]297)

摘　　要：考虑一类基于客户到来的复合负二项风险模型。当索赔额的分布延拓负相依且属于重尾分布中的一致变化类时,得到了该模型的索赔盈利过程的精确大偏差和破产概率的相关结论,推广了相关文献中的结论。The author consider a compound negative binomial risk model based on customer-arrival,when the customer?s potential claims belong to the consistently varying classes and are extended negatively dependent,we obtain the precise large deviations of the prospective loss process and the relation results of the ruin probability in this model,our results extend the relation results in the related references

关 键 词：一致变化尾 延拓负相依 大偏差 

分 类 号：O211.9[理学—概率论与数理统计]