J4 ›› 2013, Vol. 48 ›› Issue (1): 100-106.

• Articles • Previous Articles     Next Articles

The precise large deviations for a risk model with extended negatively upper orthant dependent claim  sizes

TANG Feng-qin1, BAI Jian-ming2   

  1. 1. School of Mathematics Sciences, Huaibei Normal University, Huaibei 235000, Anhui, China;
    2. School of Management, Lanzhou University, Lanzhou 730000, Gansu, China
  • Received:2012-03-09 Online:2013-01-20 Published:2013-01-15

Abstract:

A risk model involves multiple kinds of independent policies was proposed. For each kind of the policy, the claim sizes are supposed as extended negatively upper orthant dependent random variables with heavytailed distributions. The large deviations for partial sums and the random sums were respectively obtained in the loss process of the model.

Key words: large deviations; risk process; consistently varying; ENUOD

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