Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation
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)...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/436531 |
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| _version_ | 1832565560177590272 |
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| author | Shijie Wang Wensheng Wang |
| author_facet | Shijie Wang Wensheng Wang |
| author_sort | Shijie Wang |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-14201d002e454c4e9624b45fc6c0dd6c |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-14201d002e454c4e9624b45fc6c0dd6c2025-02-03T01:07:14ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/436531436531Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent VariationShijie Wang0Wensheng Wang1School of Mathematic Sciences, Anhui University, Hefei, Anhui 230601, ChinaDepartment of Mathematics, Hangzhou Normal University, Hangzhou 310036, ChinaThe 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.http://dx.doi.org/10.1155/2012/436531 |
| spellingShingle | Shijie Wang Wensheng Wang Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation Journal of Applied Mathematics |
| title | Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation |
| title_full | Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation |
| title_fullStr | Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation |
| title_full_unstemmed | Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation |
| title_short | Extended Precise Large Deviations of Random Sums in the Presence of END Structure and Consistent Variation |
| title_sort | extended precise large deviations of random sums in the presence of end structure and consistent variation |
| url | http://dx.doi.org/10.1155/2012/436531 |
| work_keys_str_mv | AT shijiewang extendedpreciselargedeviationsofrandomsumsinthepresenceofendstructureandconsistentvariation AT wenshengwang extendedpreciselargedeviationsofrandomsumsinthepresenceofendstructureandconsistentvariation |