A delayed-claims risk model is discussed, which contains two claims: the main claims and the delayed-claims. When the two claims are respectively extended negatively dependent(END) and non-identically distributed, the precise large deviations of partial sums and random sums of the prospective-loss process are obtained.%考虑一类带延迟索赔的风险模型,该模型包含两种索赔:主索赔和延迟索赔.当两种索赔的索赔额分别为扩展负相依(END)且不同分布时,可得到损失过程的部分和及随机和的精细大偏差.
展开▼