ISSN 0253-2778

CN 34-1054/N

Open AccessOpen Access JUSTC Original Paper

Precise large deviations of a compound renewal risk model with regression-type size-dependence structure

Cite this:
https://doi.org/10.3969/j.issn.0253-2778.2016.11.005
  • Received Date: 25 April 2015
  • Accepted Date: 03 November 2015
  • Rev Recd Date: 03 November 2015
  • Publish Date: 30 November 2016
  • A compound renewal risk model with a regression-type size-dependence structure was proposed, on the basis of which precise large deviations for such a risk model were derived under the condition that all the claims are assumed to be heavy-tailed random variables from D class.
    A compound renewal risk model with a regression-type size-dependence structure was proposed, on the basis of which precise large deviations for such a risk model were derived under the condition that all the claims are assumed to be heavy-tailed random variables from D class.
  • loading
  • 加载中

Catalog

    Article Metrics

    Article views (26) PDF downloads(80)
    Proportional views

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return