Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152330 | Statistics & Probability Letters | 2011 | 9 Pages |
Abstract
In view of the actual condition of the insurance company, a multi-risk model is proposed. The lower and upper bounds for the sums of subexponential claims in this model are given. The proof method is based on the results of the total claim amount under subexponential class.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dawei Lu,