J4 ›› 2010, Vol. 48 ›› Issue (06): 926-930.
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HU Xueping
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Abstract:
A perturbed risk model for twotyperisk 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 intervalued process and the distributions of heavytailed claims belonged to the class
Key words: risk model for twotyperisk insurance, precise large deviation, random sums, heavytailed distribution
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HU Hua-Beng. Precise Large Deviation of a Class of Risk Model[J].J4, 2010, 48(06): 926-930.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2010/V48/I06/926
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