| 具有随机保费风险模型破产概率的下界及渐近表示 |
| |
| 引用本文： | 包振华,胡春华.具有随机保费风险模型破产概率的下界及渐近表示[J].经济数学,2008,25(4). |
| |
| 作者姓名： | 包振华 胡春华 |
| |
| 作者单位： | 1. 辽宁师范大学数学学院,大连,116029
2. 湖南大学金融学院,长沙,410079 |
| |
| 摘 要： | 本文研究一类推广的风险模型,其保费收入过程不再是时间的线性函数.利用寿命分布类D-NBU我们获得了破产概率的一些下界.利用破产概率所满足的一个更新方程,我们还得到了关于破产概率的一个渐近表达式.
|
| 关 键 词： | 渐近表达式 离散寿命分布类 下界 破产概率 |
LOWER BOUNDS AND ASYMPTOTIC EXPRESSION FOR RUIN PROBABILITIES IN A RISK MODEL WITH RANDOM INCOME |
| |
| Bao Zhenhua,Hu Chunhua.LOWER BOUNDS AND ASYMPTOTIC EXPRESSION FOR RUIN PROBABILITIES IN A RISK MODEL WITH RANDOM INCOME[J].Mathematics in Economics,2008,25(4). |
| |
| Authors: | Bao Zhenhua Hu Chunhua |
| |
| Abstract: | This paper considers a generalized risk model in which the premium income process is no longer a linear function of the time.Some lower bounds for the ruin probabilities are derived in terms of D-NBU distribution.Based on the renewal equation satisfied by the ruin probability,the asymptotic expression is then proviede. |
| |
| Keywords: | Asymptotic expression discrete lifetime distribution classes lower bounds ruin probabilities |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
