Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
Release Time:2019-03-09 Hits:
Indexed by: Journal Article
Date of Publication: 2012-07-01
Journal: STATISTICS & PROBABILITY LETTERS
Included Journals: Scopus、SCIE
Volume: 82
Issue: 7
Page Number: 1242-1250
ISSN: 0167-7152
Key Words: Large deviation; Long-tailed class; Multi-risk model
Abstract: In view of the actual condition of the insurance company, a multi-risk model is proposed. The lower bound for the sums of long-tailed claims in this model is given. The proof method is based on the results of precise large deviation for long-tailed distributions. (C) 2012 Elsevier B.V. All rights reserved.