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

Previous Articles    

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 $\overrightarrow{X^{i}}=(X_{1}^{i}, X_{2}^{i})^{\top}$ is a two-dimensional random vector sequence with the same distribution, $X_{1}^{i}$ and $X_{2}^{i}$ 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
Trendmd