论文标题
关于人寿保险大偏差的注释
A note on large deviations in life insurance
论文作者
论文摘要
我们研究人寿保险组合的大偏差和中等偏差，而没有假设分配损失相同。至关重要的假设是损失是有界的，并且方差在下面有界限。从标准的大偏差上限，我们获得了超过阈值的平均损失的概率的指数界限。反例显示，完全的大偏差原则并非我们的假设遵循。
We study large and moderate deviations for a life insurance portfolio, without assuming identically distributed losses. The crucial assumption is that losses are bounded, and that variances are bounded below. From a standard large deviations upper bound, we get an exponential bound for the probability of the average loss exceeding a threshold. A counterexample shows that a full large deviation principle does not follow from our assumptions.
