Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model

(整期优先)网络出版时间:2018-04-14
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Consideramultidimensionalrenewalriskmodel,inwhichtheclaimsizes{Xk,k≥1}formasequenceofindependentandidenticallydistributedrandomvectorswithnonnegativecomponentsthatareallowedtobedependentoneachother.Theunivariatemarginaldistributionsofthesevectorshaveconsistentlyvaryingtailsandfinitemeans.Supposethattheclaimsizesandinter-arrivaltimescorrespondinglyformasequenceofindependentandidenticallydistributedrandompairs,witheachpairobeyingadependencestructure.Apreciselargedeviationforthemultidimensionalrenewalriskmodelisobtained.