负相协重尾随机变量随机和的中偏差
부상협중미수궤변량수궤화적중편차
MODERATE DEVIATIONS FOR NEGATIVELY ASSOCIATED RANDOM SUMS OF HEAVY TAILED RANDOM VARIABLES
  • 万方数据
    数学杂志 수학잡지
    JOURNAL OF MATHEMATICS
    2005年 5期 494-498 ,共5页

    于金酉%韦晓%胡亦钧

    우금유%위효%호역균

    中偏差%随机和%负相协%推广正则变化类 中偏差%隨機和%負相協%推廣正則變化類
    중편차%수궤화%부상협%추엄정칙변화류
    moderate deviations%reandom sums%negatively associated%extended regular variation
    本文讨论了具有重尾负相协索赔的经典风险模型.通过一种改进后的大偏差技术,给出了索赔总量过程的中偏差结果:所获结果推广了独立索赔情形下的相应的结果.
    본문토론료구유중미부상협색배적경전풍험모형.통과일충개진후적대편차기술,급출료색배총량과정적중편차결과:소획결과추엄료독립색배정형하적상응적결과.
    In this paper we consider a classical risk model with negatively associated claims being of heavy tails.By a modified large deviation approach,we give the precise moderate deviation results for the total claim amounts.The corresponding results about independent claims are extended.
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