Precise large deviations for the difference of two sums of END random variables with heavy tails |
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| Authors: | Zhiqiang Hua Lixin Song Xiaomeng Qi |
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| Institution: | 1. School of Mathematical Sciences, Dalian University of Technology, Dalian, Liaoning, China;2. College of Mathematics, Inner Mongolia University for the Nationalities, Tongliao, Inner Mongolia, China |
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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. 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. |
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| Keywords: | Difference of two sums of random variables Extended negatively dependent Heavy-tailed distributions Precise large deviations |
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