| 负相协重尾索赔模型有限时破产概率的弱渐近性(英文) |
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| 引用本文： | 杨家兴,孟令雄.负相协重尾索赔模型有限时破产概率的弱渐近性(英文)[J].湖南师范大学自然科学学报,2009,32(2). |
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| 作者姓名： | 杨家兴 孟令雄 |
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| 作者单位： | 1. 湖南文理学院数学与计算科学学院,中国,常德,415000
2. 湖南师范大学数学与计算机科学学院,中国,长沙,410081 |
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| 基金项目： | 国家自然科学基金，湖南省自然科学基金 |
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| 摘 要： | 考虑索赔额为负相协随机变量序列、有共同分布属于控制变化尾分布族及长尾分布族的风险模型,研究了随机时间内破产概率的弱渐近性,得到了此类模型在随机时间内破产概率的一个渐近等价公式.
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| 关 键 词： | 索赔额 负相协 破产概率 弱渐近性 |
The Weakly Asymptotic Behavior for Ruin Probability within Finite Time in Renewal Model with NA Heavy-tailed Claims |
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| YANG Jia-xin,MENG Ling-xiong.The Weakly Asymptotic Behavior for Ruin Probability within Finite Time in Renewal Model with NA Heavy-tailed Claims[J].Journal of Natural Science of Hunan Normal University,2009,32(2). |
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| Authors: | YANG Jia-xin MENG Ling-xiong |
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| Institution: | 1.School of Mathematic and Computing Sciences;Hunan University of Arts and Science;Changde 415000;China;2.School of Mathematic and Computer Science;Hunan Normal University;Changsha 410081;China |
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| Abstract: | The ruin model that claims are negatively associated random variables with common distribution belongs to dominated varying-tailed class and long-tailed class is consider. The weakly asymptotic behavior for ruin probability is investigated. A weakly asymptotic equivalent formula for the ruin probability within finite time is obtained. |
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| Keywords: | claims negatively association ruin probability weakly asymptotic behavior |
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