论文类型：期刊论文
发表时间：2011-12-01
发表刊物：STATISTICS & PROBABILITY LETTERS
收录刊物：Scopus、SCIE
卷号：81
期号：12
页面范围：1911-1919
ISSN号：0167-7152
关键字：Large deviation; Subexponential class; Multi-risk model; Renewal counting process
摘要：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.
