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

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.

MoreLess

Year of publication:	2012
Authors:	Lu, Dawei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 7, p. 1242-1250
Publisher:	Elsevier
Subject:	Large deviation \| Long-tailed class \| Multi-risk model

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571825