负相依索赔下更新风险模型的精细大偏差
The Precise Large Deviations for a Renewal Risk Model with Negatively Dependent Claims

研究了基于客户到来的更新风险模型,该风险模型中假设索赔额序列是负相依不同分布的重尾随机变量序列,则在索赔额服从D∩L族的条件下,得到了损失过程的精细大偏差.
A renewal process risk model based on the customer was proposed.In this model,customers' claims are described as negatively dependent heavy-tailed random variables with non-identical distribution.Under the assumption that the claims belong to class D∩L,the precise large deviations of the loss process is obtained