基于进入过程的带有重尾索赔额的风险模型的大偏差
기우진입과정적대유중미색배액적풍험모형적대편차
The Prise Large Deviations for a Risk Model Based on the Policy Entrance Process with Heavy-tailed Claim Sizes
  • 万方数据
    淮北师范大学学报：自然科学版 회북사범대학학보：자연과학판
    Journal of Huaibei Coal Industry Teachers College(Natural Science edition)
    2012年 4期 9-12 ,共4页

    唐风琴%叶永升

    당풍금%협영승

    大偏差%风险过程%C族 大偏差%風險過程%C族
    대편차%풍험과정%C족
    large deviations%risk process%consistently varying
    文章建立了一类基于进入过程的风险模型.在索赔额服从C族分布的假设下,得到了该模型损失过程的大偏差结果.
    문장건립료일류기우진입과정적풍험모형.재색배액복종C족분포적가설하,득도료해모형손실과정적대편차결과.
    In this paper,a risk model based on the policy entrance process was proposed.The large deviations for the loss process are obtained on the assumption that the claim sizes are consistently varying.
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