关于人寿保险中大偏差的一个注记
A note on large deviations in life insurance
摘要：
我们研究了人寿保险投资组合的大偏差和中等偏差，而不假设损失同分布。关键的假设是损失是有界的，方差是有界的。从一个标准的大偏差上界，我们得到了一个指数界的平均损失超过阈值的概率。一个反例表明，一个完整的大偏差原则并不遵循我们的假设。
英文摘要：
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
