一类带有宽负相依索赔额的新风险模型损失过程的精细大偏差  

Precise Large Deviations for Loss Process of a New Risk Model with Extended Negatively Dependent Claim Sizes

作　　者：唐风琴[1] 白建明[2] 尹晓玲[2] TANG Fengqin;BAI JlANMING;YIN XlAOLING(School of Mathematics Sciences, Huaibei Normal University, Huaibei 235000;School of Management, Lanzhou University, Lanzhou 730000)

机构地区：[1]淮北师范大学数学科学学院,淮北235000 [2]兰州大学管理学院,兰州730000

出　　处：《应用数学学报》2019年第1期43-54,共12页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金(71171103);安徽省高校自然科学研究重点项目(KJ2017A377)资助

摘　　要：本文研究一类基于保单进入过程的风险模型,客户在其保期内可索赔多次.假设每个顾客的索赔额是宽负相依的且服从重尾分布,不同顾客之间的索赔额是相互独立的.本文得到了损失过程的大偏差.This paper considers a risk model based on the policy entrance process, in which each customer is allowed to claim more than once within the validity time. The claim sizes caused by each customer are described as extended negatively dependent distributed heavy-tailed random variables, and claims due to different customers are independent and identically distributed heavy-tailed random variables. We derive the large deviations for the loss process of the risk model.

关 键 词：大偏差 宽负相依 重尾分布 损失过程 

分 类 号：O211.65[理学—概率论与数理统计] 0211.66[理学—数学]