【摘要】 首先引入回归型理赔额相依复合更新风险模型,在此基础上,假定理赔为D族重尾随机变量,在一定条件下得到了该风险模型的精致大偏差.更多还原

【Abstract】 A compound renewal risk model with a regression-type size-dependence structure was proposed,on the basis of which precise large deviations for such a risk model were derived under the condition that all the claims are assumed to be heavy-tailed random variables fromDclass.更多还原