Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model

Dawei Lu

Statistics & Probability Letters, 2012, vol. 82, issue 7, 1242-1250

Abstract: In view of the actual condition of the insurance company, a multi-risk model is proposed. The lower bound for the sums of long-tailed claims in this model is given. The proof method is based on the results of precise large deviation for long-tailed distributions.

Keywords: Large deviation; Long-tailed class; Multi-risk model (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2012.03.020

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