J4 ›› 2010, Vol. 48 ›› Issue (06): 926-930.

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Precise Large Deviation of a Class of Risk Model

HU Xueping   

  1. School of Mathematics and Computation Science, Anqing Teachers College, Anqing 246133, Anhui Province, China;College of Water Conservancy and Hydropower Engineering, Hohai University, Nanjing 210098, China
  • Received:2009-12-28 Online:2010-11-26 Published:2010-11-26
  • Contact: HU Xueping E-mail:hxpprob@yahoo.com.cn

Abstract:

A perturbed risk model for twotyperisk insurance was investigated. The precise large deviation for the claim surplus
 process of this risk model was obtained by means of some relative theories in analysis and probability theory when the claim process was a nonnegative intervalued process and the distributions of heavytailed claims belonged to the class

Key words: risk model for twotyperisk insurance, precise large deviation, random sums, heavytailed distribution

CLC Number: 

  • O211.9