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ABSTRACT Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {Xij, j ⩾ 1}, i = 1, 2.… Click to show full abstract
ABSTRACT Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {Xij, j ⩾ 1}, i = 1, 2. In this article, the asymptotic behaviors of precise large deviations for non random difference ∑n1(t)j = 1X1j − ∑n2(t)j = 1X2j and random difference ∑N1(t)j = 1X1j − ∑N2(t)j = 1X2j are investigated, and under several assumptions, some corresponding asymptotic formulas are obtained.
Keywords:
difference;
difference two;
precise large;
deviations difference;
random;
large deviations
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!