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论文类型：期刊论文

发表时间：2012-07-01

发表刊物：STATISTICS & PROBABILITY LETTERS

收录刊物：SCIE、Scopus

卷号：82

期号：7

页面范围：1242-1250

ISSN号：0167-7152

关键字：Large deviation; Long-tailed class; Multi-risk model

摘要：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.