| 带干扰更新风险模型的有限时间破产概率 |
| |
| 引用本文： | 侯丽娟,梁凤鸣.带干扰更新风险模型的有限时间破产概率[J].曲阜师范大学学报,2009,35(2):39-42. |
| |
| 作者姓名： | 侯丽娟 梁凤鸣 |
| |
| 作者单位： | 侯丽娟,HOU Li-juan(泰山学院图书馆);梁凤鸣,LIANG Feng-ming(泰山学院学报编辑部,271021,山东省泰安市)
|
| |
| 摘 要： | 讨论了一个带干扰更新风险模型的有限时间破产概率问题．在假设索赔额服从次指数分布，利率为常数的情况下，得到一个关于有限时间破产概率的近似表达式，并将此结论与利率为0时进行了对比．
|
| 关 键 词： | 次指数分布 带扰动更新风险模型 常利率 ERV Matuszewska指标 |
Finite-time Ruin Probability for the Jump-diffusion Renewal Risk Model |
| |
| HOU Li-juan,LIANG Feng-ming,.Finite-time Ruin Probability for the Jump-diffusion Renewal Risk Model[J].Journal of Qufu Normal University(Natural Science),2009,35(2):39-42. |
| |
| Authors: | HOU Li-juan LIANG Feng-ming |
| |
| Institution: | HOU Li-juan, LIANG Feng-ming, (1. Library, Taishan University; 2. Editorial Board of the Joumal,Taishan University,271021 ,Tai＇an, Shandong,PRC) |
| |
| Abstract: | In this paper,the finite-time ruin probability for the jump-diffusion renewal process is considered.Under the assumptions that the claim-sizes are sub-exponentially distributed and that the interest force is constant,an asymptotic formula for the finite-time ruin probability is obtained.Then the result is contrasted with the situation when the interest force is 0. |
| |
| Keywords: | ERV |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
