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Indexed by:期刊论文

Date of Publication:2017-01-17

Journal:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Included Journals:SCIE、EI、Scopus

Volume:46

Issue:2

Page Number:736-746

ISSN No.:0361-0926

Key Words:Difference of two sums of random variables; Extended negatively dependent; Heavy-tailed distributions; Precise large deviations

Abstract:Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {X-ij, j 1}, i = 1, 2. In this article, the asymptotic behaviors of precise large deviations for non random difference Sigma(n)(1)(t)(j = 1)X-1j - Sigma(n)(2)(t)(j = 1)X-2j and random difference Sigma(N)(1)(t)(j = 1)X-1j - Sigma(N)(2)(t)(j = 1)X-2j are investigated, and under several assumptions, some corresponding asymptotic formulas are obtained.