| 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, 内蒙古 通辽 028043,阜阳师范学院数学与计算科学学院, 安徽 阜阳 236037 |
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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： | 2013-03-04 |
| 修稿时间： | 2013-10-19 |
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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| Affiliation: | 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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