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Indexed by:期刊论文

Date of Publication:2011-12-01

Journal:STATISTICS & PROBABILITY LETTERS

Included Journals:Scopus、SCIE

Volume:81

Issue:12

Page Number:1911-1919

ISSN No.:0167-7152

Key Words:Large deviation; Subexponential class; Multi-risk model; Renewal counting process

Abstract:In view of the actual condition of the insurance company, a multi-risk model is proposed. The lower and upper bounds for the sums of subexponential claims in this model are given. The proof method is based on the results of the total claim amount under subexponential class. (C) 2011 Elsevier B.V. All rights reserved.