Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models
We consider a dependent multirisk model in insurance, where all the claims constitute a linearly extended negatively orthant dependent (LENOD) random array, and then upper and lower bounds for precise large deviations of nonrandom and random sums of random variables with dominated variation are inve...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/972029 |
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| _version_ | 1832548046563442688 |
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| author | Shijie Wang Xuejun Wang Wensheng Wang |
| author_facet | Shijie Wang Xuejun Wang Wensheng Wang |
| author_sort | Shijie Wang |
| collection | DOAJ |
| description | We consider a dependent multirisk model in insurance, where all the claims constitute a linearly extended negatively orthant dependent (LENOD) random array, and then upper and lower bounds for precise large deviations of nonrandom and random sums of random variables with dominated variation are investigated. The obtained results extend some related existing
ones. |
| format | Article |
| id | doaj-art-408655f275aa448394c6c3c92a77f09d |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-408655f275aa448394c6c3c92a77f09d2025-02-03T06:42:16ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/972029972029Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk ModelsShijie Wang0Xuejun Wang1Wensheng Wang2School of Mathematic Sciences, Anhui University, Hefei, Anhui 230601, ChinaSchool of Mathematic Sciences, Anhui University, Hefei, Anhui 230601, ChinaDepartment of Mathematics, Hangzhou Normal University, Hangzhou 310036, ChinaWe consider a dependent multirisk model in insurance, where all the claims constitute a linearly extended negatively orthant dependent (LENOD) random array, and then upper and lower bounds for precise large deviations of nonrandom and random sums of random variables with dominated variation are investigated. The obtained results extend some related existing ones.http://dx.doi.org/10.1155/2014/972029 |
| spellingShingle | Shijie Wang Xuejun Wang Wensheng Wang Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models Abstract and Applied Analysis |
| title | Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models |
| title_full | Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models |
| title_fullStr | Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models |
| title_full_unstemmed | Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models |
| title_short | Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models |
| title_sort | precise large deviations of aggregate claims with dominated variation in dependent multi risk models |
| url | http://dx.doi.org/10.1155/2014/972029 |
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