学科分类
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5 个结果
  • 简介:Consideramultidimensionalrenewalriskmodel,inwhichtheclaimsizes{Xk,k≥1}formasequenceofindependentandidenticallydistributedrandomvectorswithnonnegativecomponentsthatareallowedtobedependentoneachother.Theunivariatemarginaldistributionsofthesevectorshaveconsistentlyvaryingtailsandfinitemeans.Supposethattheclaimsizesandinter-arrivaltimescorrespondinglyformasequenceofindependentandidenticallydistributedrandompairs,witheachpairobeyingadependencestructure.Apreciselargedeviationforthemultidimensionalrenewalriskmodelisobtained.

  • 标签: PRECISE large deviation SIZE-DEPENDENT CONSISTENT variation