Title :
Large Deviation on Random Sums for a Double Type-insurance Risk Model
Author :
Zhan, Xiao-Lin ; Yu, Li
Author_Institution :
Sch. of Sci., Shanghai Second Polytech. Univ., Shanghai, China
Abstract :
A double-type-insurance risk model with heavy tails has been defined and studied. A further investigation into the large deviation on random sums under the distribution of dominated variation (D class) is presented in this paper.
Keywords :
insurance; risk analysis; double-type-insurance risk model; large deviation; random sum; Computational intelligence; Context modeling; Distribution functions; Finance; Insurance; Probability distribution; Random processes; Random variables; Tail; Tin; dominated variation; double type-insurance risk model; heavy tails; large deviation; random sums;
Conference_Titel :
Computational Intelligence and Natural Computing, 2009. CINC '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-0-7695-3645-3
DOI :
10.1109/CINC.2009.221
