构造了一类具有多类独立保单的风险模型。对每类保单,在索赔额为广义负上限相依(extended negativelyupper orthant dependent,ENUOD)且服从重尾分布的假设下,分别得到了该模型损失过程的部分和及随机和的大偏差结果。
A risk model involves multiple kinds of independent policies was proposed. For each kind of the policy, the claim sizes are supposed as extended negatively upper orthant dependent random variables with heavy-tailed distributions. The large deviations for partial sums and the random sums were respectively obtained in the loss process of the model.