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个人信息Personal Information
副教授
硕士生导师
性别：女
毕业院校：浙江大学
学位：博士
所在单位：数学科学学院
学科：概率论与数理统计. 金融数学与保险精算
办公地点：数学楼607
联系方式：xshen@dlut.edu.cn
电子邮箱：xshen@dlut.edu.cn
论文成果
当前位置: xinmeishen >> 科学研究 >> 论文成果Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
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论文类型：期刊论文
发表时间：2017-04-03
发表刊物：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
收录刊物：SCIE、EI、Scopus
卷号：46
期号：7
页面范围：3235-3243
ISSN号：0361-0926
关键字：Consistent variation; Extended negative dependence; Moderate deviation; Size-dependent renewal model
摘要：In this article, we consider a non standard renewal risk model, in which pairs of claim sizes and its corresponding inter-arrival times are identically distributed, and each pair obeys a dependence structure. By assuming that the claim sizes form a sequence of extended negatively dependent random variables with consistently varying tails, moderate deviations for the aggregate amount of dependent claims are obtained.