首页 | 本学科首页   官方微博 | 高级检索  
     检索      

NWUC寿命分布类及其一类应用
引用本文:崔家峰.NWUC寿命分布类及其一类应用[J].天津科技大学学报,2007,22(2):66-67,71.
作者姓名:崔家峰
作者单位:天津科技大学理学院,天津,300457
摘    要:通过随机序的方法定义并分析了NWUC寿命分布类及其性质.利用在带有常利率的Sparre Andersen模型中对于破产概率上界估计的已有结果,得出当索赔额分布为NWUC时破产概率上界估计的更简洁结果.

关 键 词:存活失效函数  破产概率
文章编号:1672-6510(2007)02-0066-02
修稿时间:2006-09-142006-11-21

Application of the NWUC Class of Life Distributions
CUI Jia-feng.Application of the NWUC Class of Life Distributions[J].Journal of Tianjin University of Science & Technology,2007,22(2):66-67,71.
Authors:CUI Jia-feng
Abstract:The NWUC class of life distributions is defined and some characters of it are considered by using stochastic ordering. The result is succinct when the distribution of claims is NWUC in upper bounds for ultimate ruin probabilities in the Sparre Andersen model with constant interest.
Keywords:NWUC
本文献已被 CNKI 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号