【摘要】 随机变量和尾概率性状的研究是保险精算领域的热门问题,而随机变量和的精确大偏差则精确刻画了其尾概率的极限性态。文章分别研究了一列同分布(但不一定独立)随机变量确定和以及随机和的精确大偏差,得到如下结果:如果这列随机变量带一致变化尾,是上负相关的,并且在左直线无支撑,则它们确定和以及随机和的精确大偏差结果均成立。更多还原

【Abstract】 The study on asymptotic behavior of tail probability for the sums of random variables is much popular in actuarial fields,and precise large deviations can exactly characterize it.In this present paper,precise large deviations for determinated sums and random sums of a sequence of identical distributed(not necessarily independent) random variables are considered.The obtained results are as follows: if the random variables with consistently varying tails are upper negatively dependent and have no supportment in the left line,then precise large deviations for determinated sums and random sums all hold.更多还原