Ӧ�ø���ͳ�� 2015, 31(2) 168-182 DOI:      ISSN: 1001-4268 CN: 31-1256

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�ؼ����� ��ϸ��ƫ��   ������   �����   һ�±仯��β��   ���ϸ��·���ģ��.  
Precise Large Deviations for Compound Renewal Risk Model with Negative Dependence Claims
Song Lixin, Feng Jinghai, Yuan Liangliang
School of Mathematical Sciences, Dalian University of Technology
Abstract:

In this paper, we investigate the precise large deviations for
a sum of claims in compound renewal risk model with negative dependence structure, in which
we assume that  is a sequence of negative dependence rv's with distribution
functions  and the average of right tails of distribution functions 
is equivalent to some distribution function  with consistently varying tails. We try to
build a platform for the classical large deviation theory and for the compound renewal
risk model.

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