caa a22 4500 445831006 CHVBK 20180317145315.0 cr unu---uuuuu 170323e20110401xx s 000 0 eng 10.1007/s10255-011-0050-5 doi (NATIONALLICENCE)springer-10.1007/s10255-011-0050-5 Ma Xue-min School of Mathematics and Statistics, Wuhan University, 430072, Wuhan, China aut Precise large deviations for a customer-based individual risk model [Elektronische Daten] [Xue-min Ma] In this paper, we propose a customer-based individual risk model, in which potential claims by customers are described as i.i.d. heavy-tailed random variables, but different insurance policy holders are allowed to have different probabilities to make actual claims. Some precise large deviation results for the prospective-loss process are derived under certain mild assumptions, with emphasis on the case of heavy-tailed distribution function class ERV (extended regular variation). Lundberg type limiting results on the finite time ruin probabilities are also investigated. Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg, 2011 precise large deviations nationallicence individual risk models nationallicence (extended) regular variation nationallicence finite time ruin probability nationallicence Acta Mathematicae Applicatae Sinica, English Series Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 27/2(2011-04-01), 209-222 0168-9673 27:2<209 2011 27 10255 https://doi.org/10.1007/s10255-011-0050-5 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10255-011-0050-5 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Ma Xue-min School of Mathematics and Statistics, Wuhan University, 430072, Wuhan, China aut NATIONALLICENCE 773 0- Acta Mathematicae Applicatae Sinica, English Series Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 27/2(2011-04-01), 209-222 0168-9673 27:2<209 2011 27 10255 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer