Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-03-08
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
The study of precise large deviations of random sums is an important topic in insurance and finance.
In this paper, extended precise large deviations of random sums in the presence of END structure and consistent variation are investigated.
The obtained results extend those of Chen and Zhang (2007) and Chen et al.
(2011).
As an application, precise large deviations of the prospective- loss process of a quasirenewal model are considered.
American Psychological Association (APA)
Wang, Shijie& Wang, Wensheng. 2012. Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-993259
Modern Language Association (MLA)
Wang, Shijie& Wang, Wensheng. Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation. Journal of Applied Mathematics No. 2012 (2012), pp.1-12.
https://search.emarefa.net/detail/BIM-993259
American Medical Association (AMA)
Wang, Shijie& Wang, Wensheng. Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-993259
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993259
