一类基于进入过程的风险模型的精细大偏差

摘要

Li和Kong[1]提出了一类基于进入过程的具有多种独立保单的风险模型并在时间趋于无穷大时对保险公司盈余资产的渐进分布作了研究.该文探讨了这类模型的大偏差.当索赔尾部为C(consistently varying)族时,分别得到了具有单种保单和多种独立保单的模型的大偏差,所得结果丰富了相应的发射噪声过程的大偏差.%Li and Kong[1] constructed a new risk model based on the policy entrance process which involves multiple kinds of independent policies, and studied the asymptotic behavior of the surplus when time goes to infinity. In this paper the authors investigate large derivations for this model. The authors obtain the precise large deviations with both single and multiple kinds of independent policies when the tail of the claim size is consistently varying. The results extend the related large deviation results for shot noise processes.