欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
本文将经典的Sparre-Andevsen风险模型推广到保费收入过程不再是线性过程的一般风险过程,得到了一些关于负相协D族随机变量随机和的大偏差结果,以及破产概率的弱等价性.
英文摘要：
We extend the classical Sparre-Andersen risk model to a general case where the premium income process is no longer a linear function,and obtain some corresponding results on large deviations for random sums of negatively associated random variables with common dominatedly varying tails, As an application,we derive the weak equivalence of the probability of the time of ruin.
同期刊论文项目
同项目期刊论文
Asymptotics for tail probability of total claims amount with negatively dependent claims sizes and i
Equivalent conditions of asymptotics for the density of the supremum of a random walk in the interme
期刊信息
位置：