基于客户来到的二维风险模型的精细大偏差  

The Precise Large Deviations of a Bidimensional Risk Model Based on Customer Arrival

作　　者：肖鸿民 王占魁 Xiao Hongmin;Wang Zhankui(College of Mathematics and Statistics,Northwest Normal University,Lanzhou 730070)

机构地区：[1]西北师范大学数学与统计学院,兰州730070

出　　处：《数学物理学报（A辑）》2020年第4期1108-1120,共13页Acta Mathematica Scientia

基　　金：国家自然科学基金(71261023)。

摘　　要：该文讨论基于客户来到的二维风险模型.假设潜在索赔额X^i=(X1i,X2i)^T是独立同分布的随机向量序列,X1^i与X2^i是相依的,在重尾分布族C下得到了损失过程部分和与随机和的精细大偏差.In this paper,we discuss the two-dimensional risk model based on the entrance process.Assuming that Xi(X1i,X2i)T is a two-dimensional random vector sequence with the same distribution,X1i and X2i are dependent,and the precise large deviation between the partial sum and the random sum of loss precess is obtained under the heavy tail distribution family C.

关 键 词：保险风险模型 精细大偏差 二维 C族 COPULA函数 

分 类 号：O211.4[理学—概率论与数理统计]