Precise large deviations for the prospective-loss process
文献类型：期刊论文
| 作者 | Ng, KW; Tang, QH; Yan, JA ; Yang, HL
|
| 刊名 | JOURNAL OF APPLIED PROBABILITY
 |
| 出版日期 | 2003-06-01 |
| 卷号 | 40期号:2页码:391-400 |
| 关键词 | insurance risk model point process precise large deviation subexponentiality |
| ISSN号 | 0021-9002 |
| 英文摘要 | In this paper, we propose a customer-arrival-based insurance risk model, in which customers' potential claims are described as independent and identically distributed heavy-tailed random variables and premiums are the same for each policy. We obtain some precise large deviation results for the prospective-loss process under a mild assumption on the random index (in our case, the customer-arrival process), which is much weaker than that in the literature. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000183496000008 |
| 出版者 | APPLIED PROBABILITY TRUST |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19055]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Ng, KW |
| 作者单位 | 1.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 2.Univ Amsterdam, Dept Quantitat Econ, NL-1018 WB Amsterdam, Netherlands 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Ng, KW,Tang, QH,Yan, JA,et al. Precise large deviations for the prospective-loss process[J]. JOURNAL OF APPLIED PROBABILITY,2003,40(2):391-400. |
| APA | Ng, KW,Tang, QH,Yan, JA,&Yang, HL.(2003).Precise large deviations for the prospective-loss process.JOURNAL OF APPLIED PROBABILITY,40(2),391-400. |
| MLA | Ng, KW,et al."Precise large deviations for the prospective-loss process".JOURNAL OF APPLIED PROBABILITY 40.2(2003):391-400. |
入库方式： OAI收割
来源：数学与系统科学研究院
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