| 经典风险模型中破产概率的一个渐近式 |
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| 引用本文： | 明瑞星,Modibo Diarra,胡亦钧.经典风险模型中破产概率的一个渐近式[J].数学杂志,2007,27(3):249-254. |
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| 作者姓名： | 明瑞星 Modibo Diarra 胡亦钧 |
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| 作者单位： | 武汉大学数学与统计学院,湖北武汉,430072 |
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| 摘 要： | 本文研究经典风险模型中破产概率的渐近行为．利用几何和的方法，获得了索赔额的分布属于S（γ）．γ〉0。时破产概率的一个局部渐近式．同时．给出了一个具体的数值的例子．
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| 关 键 词： | 经典风险模型 阶梯高分布 几何和 破产概率 |
| 文章编号： | 0255-7797（2007）03-0249-06 |
| 修稿时间： | 2006-03-282006-11-19 |
THE ASYMPTOTIC BEHAVIOR FOR THE RUIN PROBABILITY IN THE CLASSICAL RISK MODEL |
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| MING Rui-xing,Modibo Diarra,HU Yi-jun.THE ASYMPTOTIC BEHAVIOR FOR THE RUIN PROBABILITY IN THE CLASSICAL RISK MODEL[J].Journal of Mathematics,2007,27(3):249-254. |
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| Authors: | MING Rui-xing Modibo Diarra HU Yi-jun |
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| Institution: | School of Math. and Statistics, Wuhan University, Wuhan 430072,China |
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| Abstract: | In this paper, we investigate the asymptotic behavior for the ruin probability in the classical risk model. A local asymptotic formula for the ruin probability in the classical risk model with the distribution of the claim amount F which belongs to the class S(γ), γ＞0, is obtained by using the geometric sum method. In addition, a numerical example is given. |
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| Keywords: | Classical risk model ladder height distribution geometric sum ruin probability |
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