| 离散时多元风险模型的破产概率 |
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| 引用本文： | 华志强,杨少华.离散时多元风险模型的破产概率[J].数学杂志,2014,34(2):272-280. |
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| 作者姓名： | 华志强 杨少华 |
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| 作者单位： | 内蒙古民族大学数学学院;阜阳师范学院数学与计算科学学院; |
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| 基金项目： | Supported by the Natural Science Fund of Inner Mongolia University for the Nationalities(NMD1227);the Natural Science Foundation of the Inner Mongolia Autonomous Region(2013MS0101);the Anhui Natural Science Fund for Institutions of Higher Education(KJ2010B431);the Construction Fund for National Feature Specialty(TS11496) |
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| 摘 要： | 本文研究了离散时多元风险模型的破产概率问题.利用经典大偏差的方法,获得了有限水平的破产概率,推广了离散时一元风险模型的相应结论.
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| 关 键 词： | 破产概率 大偏差 离散时多元风险模型 |
| 收稿时间： | 2013/3/4 0:00:00 |
| 修稿时间： | 2013/10/19 0:00:00 |
THE PROBABILITY OF RUIN WITH FINITE HORIZON IN A DISCRETE-TIME MULTI-RISK MODEL |
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| HUA Zhi-qiang and YANG Shao-hua.THE PROBABILITY OF RUIN WITH FINITE HORIZON IN A DISCRETE-TIME MULTI-RISK MODEL[J].Journal of Mathematics,2014,34(2):272-280. |
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| Authors: | HUA Zhi-qiang and YANG Shao-hua |
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| Institution: | College of Mathematics, Inner Mongolia University for the Nationalities, Tongliao 028043, China and School of Mathematics and Computational Science, Fuyang Normal College, Fuyang 236037, China |
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| Abstract: | This paper investigates the probability of ruin for the discrete-time multi-risk model. By using the classical method of large deviation, we obtain the ruin probability within finite horizon, which extends the corresponding results of the discrete-time unit-risk model. |
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| Keywords: | ruin probability large deviation discrete-time multi-risk model |
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