ISSN 0253-2778

CN 34-1054/N

Open AccessOpen Access JUSTC Original Paper

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

Cite this:
https://doi.org/10.3969/j.issn.0253-2778.2016.11.005
  • Received Date: 25 April 2015
  • Accepted Date: 03 November 2015
  • Rev Recd Date: 03 November 2015
  • Publish Date: 30 November 2016
  • 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.
    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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