二维复合二项风险模型的精细大偏差  

The Precise Large Deviation for the Two-dimensional Compound Binomial Risk Model

作　　者：孙歆 段誉 SUN Xin;DUAN Yu(College 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：《数学的实践与认识》2023年第10期188-195,共8页Mathematics in Practice and Theory

基　　金：贵州省教育厅青年科技人才成长项目(KY[2020]144);毕节市联合基金项目(毕科联合[2023]52号)。

摘　　要：考虑保费随机收取,且索赔过程是保费收取的稀疏过程的二维风险模型,在索赔额的分布是一致变化尾分布并且copula相依时,得到其总索赔和总盈余过程随机和的精细大偏差,推广了相关文献的结论。We consider a two-dimensional model which the claim surplus process is a thin-process of the premiums stochastic process.When the distribution of the claim sizes have the consistent variation distributions with copula dependent,we obtain the precise large deviation of the total aggregate claims process and the aggregate surplus process,and extend the results in related references.

关 键 词：复合二项过程 二维模型 一致变化尾分布 

分 类 号：F840.6[经济管理—保险] O213[理学—概率论与数理统计]