| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152097 | Statistics & Probability Letters | 2012 | 9 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dawei Lu,