Large deviation results for generalized compound negative binomial risk models
文献类型：期刊论文
| 刊名 | Acta mathematicae applicatae sinica
 |
| 出版日期 | 2009 |
| 卷号 | Vol.25 no.1 |
| 关键词 | Poisson process Negative binomial sequence Large deviation Heavy-tailed distribution Ruin probability |
| ISSN号 | 0168-9673 |
| 其他题名 | Large deviation results for generalized compound negative binomial risk models |
| 英文摘要 | In this paper we extend and improve some results of the large deviation for random sums of random variables.Let {Xn;n≥1} be a sequence of non-negative,independent and identically distributed random variables with common heavy-tailed distribution function F and finite mean μ∈R+,{N(n);n≥0} be a sequence of negative binomial distributed random variables with a parameter p ∈(0,1),n≥0,let {M(n);n≥0} be a Poisson process with intensity λ0.Suppose {N(n);n≥0},{Xn;n≥1} and {M(n);n≥0} are mutually results.These results can be applied to certain problems in insurance and finance. |
| 语种 | 英语 |
| CSCD记录号 | CSCD:3511798 |
| 源URL | [http://ir.hfcas.ac.cn:8080/handle/334002/69704]  |
| 专题 | 中国科学院合肥物质科学研究院 |
| 推荐引用方式 GB/T 7714 | . Large deviation results for generalized compound negative binomial risk models[J]. Acta mathematicae applicatae sinica,2009,Vol.25 no.1. |
| APA | (2009).Large deviation results for generalized compound negative binomial risk models.Acta mathematicae applicatae sinica,Vol.25 no.1. |
| MLA | "Large deviation results for generalized compound negative binomial risk models".Acta mathematicae applicatae sinica Vol.25 no.1(2009). |
入库方式： OAI收割
来源：合肥物质科学研究院
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