Acta mathematica scientia,Series A ›› 2020, Vol. 40 ›› Issue (4): 1108-1120.

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The Precise Large Deviations of a Bidimensional Risk Model Based on Customer Arrival

Hongmin Xiao(),Zhankui Wang*()   

  1. College of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070
  • Received:2019-06-14 Online:2020-08-26 Published:2020-08-20
  • Contact: Zhankui Wang E-mail:xiaohm9@126.com;1185207932@qq.com
  • Supported by:
    the NSFC(71261023)

Abstract:

In this paper, we discuss the two-dimensional risk model based on the entrance process. Assuming that Xi=(Xi1,Xi2) is a two-dimensional random vector sequence with the same distribution, Xi1 and Xi2 are dependent, and the precise large deviation between the partial sum and the random sum of loss precess is obtained under the heavy tail distribution family C.

Key words: Insurance risk model, Precise large deviations, Two-dimensional, C class, Copula funtions

CLC Number: 

  • O211.4
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