• DocumentCode
    3264920
  • 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
  • Volume
    2
  • fYear
    2009
  • fDate
    6-7 June 2009
  • Firstpage
    88
  • Lastpage
    91
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Intelligence and Natural Computing, 2009. CINC '09. International Conference on
  • Conference_Location
    Wuhan
  • Print_ISBN
    978-0-7695-3645-3
  • Type

    conf

  • DOI
    10.1109/CINC.2009.221
  • Filename
    5231040
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3264920