In this paper, we study the case of independent sums in multi-risk model. Assume that there exist k types of variables. The ith are denoted by （Xij,j ≥ 1）, which are i.i.d. with common density function fi（x） ∈ O...In this paper, we study the case of independent sums in multi-risk model. Assume that there exist k types of variables. The ith are denoted by （Xij,j ≥ 1）, which are i.i.d. with common density function fi（x） ∈ OR and finite mean, i =- 1,., k. We investigate local large deviations for partial sums ∑i=1^k Sni=∑i=1^k ∑j=1^ni Xij.展开更多
In this paper, assuming that there are s types of insurance contracts in an insurance company, we study the asymptotic of the finite-time ruin probability for the discrete-time multi-risk model.
文摘In this paper, we study the case of independent sums in multi-risk model. Assume that there exist k types of variables. The ith are denoted by （Xij,j ≥ 1）, which are i.i.d. with common density function fi（x） ∈ OR and finite mean, i =- 1,., k. We investigate local large deviations for partial sums ∑i=1^k Sni=∑i=1^k ∑j=1^ni Xij.
基金Supported by the National Natural Science Foundation of China(Grant Nos 111010611137107761175041)
文摘In this paper, assuming that there are s types of insurance contracts in an insurance company, we study the asymptotic of the finite-time ruin probability for the discrete-time multi-risk model.
