CAJ | 학술논문

研究了风险模型中的服从长尾分布的带加权相依关系的随机变量的和的尾概率，在给出一些假设条件下采用求精确大偏差的方法得到了加权的非随机和 Sn 和加权的随机和S（ t）的两种渐近结果，推广了已存在的独立同分布条件下的相应结论。
연구료풍험모형중적복종장미분포적대가권상의관계적수궤변량적화적미개솔，재급출일사가설조건하채용구정학대편차적방법득도료가권적비수궤화 Sn 화가권적수궤화S（ t）적량충점근결과，추엄료이존재적독립동분포조건하적상응결론。
This paper investigates the tail probabilities of weighted sums of dependent random variables with long tailed distribution in a risk model ,obtains two asymptotic relations for both the partial weighted sums Sn and the random weighted sums S(t) by using the method of precise large deviation under some assumptions ,and extends some existing results under the independent and identically distributed condi -tion.