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Asymptotic bounds for precise large deviations in a compound risk model under dependence structures

机译:在依赖性结构下的复合风险模型中精确偏差的渐近界限

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In the paper, we consider a compound risk model, where all the claim sizes satisfy adependence structure, and the accident inter-arrival time and the claim-number of the subsequentaccident satisfy another dependence structure described by a conditional tail probability of theinter-arrival time given the subsequent claim-number. We obtain the asymptotic lower and upperbounds for the precise large deviations of the aggregate claims, with a feature that the asymptoticbounds hold uniformly for all x in an infinite t -interval.
机译:在本文中,我们考虑一种复合风险模型,其中所有索赔尺寸满足彼此结构,并且发生事故互连时间和后续收割症的索赔人数满足由交流时间的条件尾部概率描述的另一依赖结构鉴于随后的索赔号。我们获得了聚集索赔的精确大偏差的渐近下和上行,具有渐近突录的特征,即无限T-interval中的所有X均匀地保持。

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