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Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models 被引量:3

Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models
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摘要 This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and Finance.
出处 《Chinese Quarterly Journal of Mathematics》 CSCD 北大核心 2006年第1期71-79,共9页 数学季刊(英文版)
基金 Supported by the Natural Science Foundation of the Education Department of Anhui Province(0505101)
关键词 renewal risk model heavy-tailed distribution large deviation renewal counting process 风险模型 巨大偏差 更新计算过程 随机和
作者简介 KONG Fan-chao(1943-), make, native of Hefei, Anhui, a professor of Anhui University, engages in probability theory and its applications.
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  • 1Chistyakov,V. P.A theorem on the sums of independent positive random variables and its applications tobranching random processes, Theory Prob[].Appliance.1964

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