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Indexed by:期刊论文

Date of Publication:2012-07-01

Journal:STATISTICS & PROBABILITY LETTERS

Included Journals:SCIE、Scopus

Volume:82

Issue:7

Page Number:1242-1250

ISSN No.: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.