Precise Large Deviations for the Prospective - Loss Process
نویسنده
چکیده
In this paper, we propose a customer-arrival-based insurance risk model, in which customers’ potential claims are described as independent and identically distributed heavy-tailed randomvariables andpremiumsare the same for eachpolicy. Weobtain some precise large deviation results for the prospective-loss process under a mild assumption on the random index (in our case, the customer-arrival process), which is much weaker than that in the literature.
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