{"title":"双类型保险风险模型随机和的大偏差","authors":"X. Zhan, Li Yu","doi":"10.1109/CINC.2009.221","DOIUrl":null,"url":null,"abstract":"A double-type-insurance risk model with heavy tails has been defined and studied. A further investigation into the large deviation on random sums under the distribution of dominated variation (D class) is presented in this paper.","PeriodicalId":173506,"journal":{"name":"2009 International Conference on Computational Intelligence and Natural Computing","volume":"21 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2009-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Large Deviation on Random Sums for a Double Type-insurance Risk Model\",\"authors\":\"X. Zhan, Li Yu\",\"doi\":\"10.1109/CINC.2009.221\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A double-type-insurance risk model with heavy tails has been defined and studied. A further investigation into the large deviation on random sums under the distribution of dominated variation (D class) is presented in this paper.\",\"PeriodicalId\":173506,\"journal\":{\"name\":\"2009 International Conference on Computational Intelligence and Natural Computing\",\"volume\":\"21 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2009-06-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2009 International Conference on Computational Intelligence and Natural Computing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CINC.2009.221\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2009 International Conference on Computational Intelligence and Natural Computing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CINC.2009.221","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Large Deviation on Random Sums for a Double Type-insurance Risk Model
A double-type-insurance risk model with heavy tails has been defined and studied. A further investigation into the large deviation on random sums under the distribution of dominated variation (D class) is presented in this paper.