时间相依复合更新风险模型中索赔过程的精细大偏差
시간상의복합경신풍험모형중색배과정적정세대편차
Precise large deviations of claim process in a time-dependent compound renewal risk model
  • 万方数据
    山东大学学报（理学版） 산동대학학보（이학판）
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE)
    2014年 2期 84-88 ,共5页

    唐风琴%白建明

    당풍금%백건명

    大偏差%风险过程%时间相依%重尾分布 大偏差%風險過程%時間相依%重尾分佈
    대편차%풍험과정%시간상의%중미분포
    large deviations%risk model%time-dependent%heavy-tailed distribution
    考察了复合更新风险模型的精细大偏差。单次事故导致的索赔额为广义负上象限相依的且服从重尾分布的随机变量，单次事故引起的总索赔额与其对应的索赔时间间隔相依。
    고찰료복합경신풍험모형적정세대편차。단차사고도치적색배액위엄의부상상한상의적차복종중미분포적수궤변량，단차사고인기적총색배액여기대응적색배시간간격상의。
    The precise large deviations for a compound renewal risk process were considened.The claim sizes related to one accident are heavy-tailed distributed random variables with extend negatively upper orthant dependence ( ENUOD) structure.The aggregate amount of claims and the inter-accident times correspondingly obeys a dependence structure.
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