Proceedings of the 2013 International Conference on Advances in Social Science, Humanities, and Management

Precise large deviation of claim surplus process in a nonstandard renewal risk model with constant premium rate

Authors
Yinghua Dong
Corresponding Author
Yinghua Dong
Available Online December 2013.
DOI
https://doi.org/10.2991/asshm-13.2013.147How to use a DOI?
Keywords
Precise large deviation, claim surplus process, nonstandard renewal risk model, constant premium rate, consistent variation class.
Abstract

In this paper, we consider a nonstandard renewal risk model in which the claim sizes and their inter-arrival times form a sequence of independent and identically distributed random variables, respectively. The claim size and corresponding inter-arrival time satisfy a certain dependence structure. In addition, the premium rate is a constant, and the number of insurance policies is described by a renewal process. When the distribution of claim sizes be-longs to the consistent variation class, we obtain precise large deviation of claim surplus process.

Copyright
© 2013, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2013 International Conference on Advances in Social Science, Humanities, and Management
Series
Advances in Intelligent Systems Research
Publication Date
December 2013
ISBN
978-90-78677-93-2
ISSN
1951-6851
DOI
https://doi.org/10.2991/asshm-13.2013.147How to use a DOI?
Copyright
© 2013, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Yinghua Dong
PY  - 2013/12
DA  - 2013/12
TI  - Precise large deviation of claim surplus process in a nonstandard renewal risk model with constant premium rate
BT  - Proceedings of the 2013 International Conference on Advances in Social Science, Humanities, and Management
PB  - Atlantis Press
SP  - 786
EP  - 790
SN  - 1951-6851
UR  - https://doi.org/10.2991/asshm-13.2013.147
DO  - https://doi.org/10.2991/asshm-13.2013.147
ID  - Dong2013/12
ER  -