【摘要】 考虑一个更新风险模型，其符合一个m相依序列的半马尔可夫型的回归相依结构，即当前索赔时间依赖于固定数量的先前索赔，但独立于所有其他索赔。作为描述非寿险业务的一种实用手段，该结构放宽了索赔规模与间隔时间之间的独立性假设，为包括金融和保险在内的各种应用提供了合适的框架，并研究了具有回归相依结构的更新风险模型中次指数加权索赔和模型，并利用Bonferroni不等式和大数马尔科夫定律得出其精确大偏差，推广了现有文献结论。更多还原

【Abstract】 Consider a renewal risk model that conforms to a semi-Markov regression dependent structure of an M-dependent sequence,where the current claim time is dependent on a fixed number of previous claims,but is independent of all other claims. As a practical means of describing non-life business,the structure relaxes the assumption of independence between claim size and interval,providing a suitable framework for a variety of applications,including finance and insurance. The sub-exponential weighted claims and models of renewal risk models with regression-dependent structure are studied,and the accurate large deviations are obtained by using Bonferroni inequality and Markov law of large numbers.更多还原