| Finite Time Ruin Probabilities and Large Deviations for Generalized Compound Binomial Risk Models |
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| 作者姓名： | Yi Jun HU |
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| 作者单位： | School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China |
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| 基金项目： | Supported in part by the National Natural Science Foundation of China and the Ministry of Education of China |
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| 摘 要： |
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| 关 键 词： | 毁灭概率 有限时间 复合二项式风险模型 背离模式 Poisson过程 |
| 收稿时间： | 2002-12-09 |
| 修稿时间： | 2002-12-092004-03-09 |
Finite Time Ruin Probabilities and Large Deviations for Generalized Compound Binomial Risk Models |
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| Yi Jun HU.Finite Time Ruin Probabilities and Large Deviations for Generalized Compound Binomial Risk Models[J].Acta Mathematica Sinica,2005,21(5):1099-1106. |
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| Authors: | Yi Jun Hu |
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| Institution: | (1) School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China |
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| Abstract: | In this paper, we extend the classical compound binomial risk model to the case where the premium income process is based on a Poisson process, and is no longer a linear function. For this more realistic risk model, Lundberg type limiting results for the finite time ruin probabilities are derived. Asymptotic behavior of the tail probabilities of the claim surplus process is also investigated. |
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| Keywords: | Ruin probability (Generalized) compound binomial risk model Large deviations |
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