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Precise large deviations of a compound renewal risk model with regression-type size-dependence structure

  • School of Mathematical Sciences, Anhui University, Hefei 230601, China

Cite this: JUSTC, 2016, 46(11): 907-911
https://doi.org/10.3969/j.issn.0253-2778.2016.11.005
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  • Received Date: April 24, 2015
  • Revised Date: November 02, 2015
  • Accepted Date: November 02, 2015
  • Published Date: November 29, 2016
    Abstract
  • A compound renewal risk model with a regression-type size-dependence structure was proposed, on the basis of which precise large deviations for such a risk model were derived under the condition that all the claims are assumed to be heavy-tailed random variables from D class.
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