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发布时间：2019-03-12

论文类型：期刊论文

发表时间：2017-01-17

发表刊物：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

收录刊物：Scopus、EI、SCIE

卷号：46

期号：2

页面范围：736-746

ISSN号：0361-0926

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

摘要：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.