| 关于更新风险模型中破产概率的若干结果 |
| |
| 引用本文： | 孔繁超,曹龙,王金亮.关于更新风险模型中破产概率的若干结果[J].高校应用数学学报(A辑),2003,18(2):191-199. |
| |
| 作者姓名： | 孔繁超 曹龙 王金亮 |
| |
| 作者单位： | 安徽大学,数学系,安徽,合肥,230039 |
| |
| 摘 要： | 进一步研究了更新风险模型中破产概率的问题，在假定索赔额分布是重尾时，证明了若干重要结果，得到了与经典的Crammer—Lunderberg模型相一致的结论．并义推广和改进了部分已有文献中的结果。
|
| 关 键 词： | 风险模型 重尾分布 破产概率 更新过程 平衡更新过程 |
| 文章编号： | 1000-4424(2003)02-0191-09 |
| 修稿时间： | 2001年9月19日 |
Some results of ruin probabilities for large claims in renewal risk model |
| |
| KONG Fan\|chao,CAO Long,WANG Jin\|liang.Some results of ruin probabilities for large claims in renewal risk model[J].Applied Mathematics A Journal of Chinese Universities,2003,18(2):191-199. |
| |
| Authors: | KONG Fan\|chao CAO Long WANG Jin\|liang |
| |
| Abstract: | This paper is a further investigation into the problem of ruin probabilities in renewal risk model,some results are proved under the assumption that the claim size is heavy\|tailed.The results proved here are in accordance with that in classic Crammer\|Lunderberg model.Moreover,some already\|reached conclusions in some references are improved within some larger bounds. |
| |
| Keywords: | risk model heavy\|tailed distributions ruin probabilities renewal process equilibrium renewal process |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
