Release Time:2019-03-12  Hits:

Indexed by: Journal Article

Date of Publication: 2017-01-17

Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Included Journals: Scopus、EI、SCIE

Volume: 46

Issue: 2

Page Number: 736-746

ISSN: 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.