复合更新风险模型中负相依索赔额下的精细大偏差

宋立新, 冯敬海, 袁亮亮

Precise Large Deviations for Compound Renewal Risk Model with Negative Dependence Claims

Song Lixin, Feng Jinghai, Yuan Liangliang

应用概率统计 . 2015, (2): 168 -182 .