昆明学院学报
昆明學院學報
곤명학원학보
JOURNAL OF KUNMING UNIVERSITY
2014年
6期
58-61
,共4页
广义精致大偏差%END%随机和%控制变换尾%重尾分布
廣義精緻大偏差%END%隨機和%控製變換尾%重尾分佈
엄의정치대편차%END%수궤화%공제변환미%중미분포
extended precise large deviation%END%sums of random variables%dominated variation%heavy-tailed distribution
重尾场合下随机变量随机和的精致大偏差是现代金融保险学中一项重要研究课题。假定理赔序列为一列END同分布随机变量序列，带控制变换尾，理赔到来过程为一般计数过程，且与理赔序列相互独立，在更弱的条件下，将文献[5]等中所做的一致变换尾上的广义精致大偏差推广到控制变换尾上，得到相应的偏离均值的大偏差结果。
重尾場閤下隨機變量隨機和的精緻大偏差是現代金融保險學中一項重要研究課題。假定理賠序列為一列END同分佈隨機變量序列，帶控製變換尾，理賠到來過程為一般計數過程，且與理賠序列相互獨立，在更弱的條件下，將文獻[5]等中所做的一緻變換尾上的廣義精緻大偏差推廣到控製變換尾上，得到相應的偏離均值的大偏差結果。
중미장합하수궤변량수궤화적정치대편차시현대금융보험학중일항중요연구과제。가정리배서렬위일렬END동분포수궤변량서렬，대공제변환미，리배도래과정위일반계수과정，차여리배서렬상호독립，재경약적조건하，장문헌[5]등중소주적일치변환미상적엄의정치대편차추엄도공제변환미상，득도상응적편리균치적대편차결과。
The precise large deviations of random sums in heavy-tailed random variables is an important research topic in modern insur-ance and finance.Let the claims be a sequence of END real-valued identically distributed random variables with dominated variation, the claims is common counting process and independent from its sequence.Under the weaker condition,the extended precise large deviations of random sums which had been done in the document[5 ]was promoted to dominated variation,the largest deviation of con-sequential deflection mean is acquired.
