Precise large deviation of claim surplus process in a nonstandard renewal risk model with constant premium rate
- https://doi.org/10.2991/asshm-13.2013.147How to use a DOI?
- Precise large deviation, claim surplus process, nonstandard renewal risk model, constant premium rate, consistent variation class.
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.
- © 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 -