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| 引用本文： | 王超,周斌,程东亚,王岳宝.��������ӳٵĴ��������·���ģ�͵ľֲ��Ʋ�����[J].应用概率统计,2006,22(1):63-68. |
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| 作者姓名： | 王超 周斌 程东亚 王岳宝 |
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| 作者单位： | ?????????????????????, ???, 200040??????????????, ???, 200062??????????????, ????, 215000 |
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| 摘 要： | 本文给出了带随机重延迟的大额索赔更新风险模型的局部破产概率的渐近表达式, 它与 原更新风险模型相应的局部破产概率的渐近表达式一致
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| 关 键 词： | ??????? ???????? ???·?????? ?????????? |
| 收稿时间： | 2004-11-23 |
| 修稿时间： | 2005-05-11 |
Local Ruin Probability in the Delayed Renewal Model with Large Claims |
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| WANG CHAO,ZHOU BIN,CHENG DONGYA,WANG YUEBAO.Local Ruin Probability in the Delayed Renewal Model with Large Claims[J].Chinese Journal of Applied Probability and Statisties,2006,22(1):63-68. |
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| Authors: | WANG CHAO ZHOU BIN CHENG DONGYA WANG YUEBAO |
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| Institution: | Property and Casualty Insurance Company Eastern Business Unit, Shanghai, 200040Department of Statistics, East China Normal University, Shanghai, 200062Department of Mathematics, Soochow University, Suzhou, 215000 |
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| Abstract: | Asymptotic expression for local ruin probability in the renewal risk model with large claims and random delays is derived, which coincides with that for corresponding local ruin probability in the ordinary renewal risk model. |
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