Journal of University of Science and Technology of China ›› 2016, Vol. 46 ›› Issue (11): 907-911.DOI: 10.3969/j.issn.0253-2778.2016.11.005

• Original Paper • Previous Articles    

Precise large deviations of a compound renewal risk model with regression-type size-dependence structure

ZHOU Zhihan, CHEN Cen, HE Jijiao, WANG Shijie   

  1. School of Mathematical Sciences, Anhui University, Hefei 230601, China
  • Received:2015-04-25 Revised:2015-11-03 Accepted:2015-11-03 Online:2015-11-03 Published:2015-11-03

Abstract: A compound renewal risk model with a regression-type size-dependence structure was proposed, on the basis of which precise large deviations for such a risk model were derived under the condition that all the claims are assumed to be heavy-tailed random variables from D class.

Key words: regression, dependent, compound renewal risk model, heavy-tailed claims, precise large deviations

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