| 一类相依风险模型的破产概率 |
| |
| 引用本文： | 杨家兴. 一类相依风险模型的破产概率[J]. 长春大学学报, 2009, 19(4) |
| |
| 作者姓名： | 杨家兴 |
| |
| 作者单位： | 湖南文理学院数学与计算科学学院,湖南常德415000 |
| |
| 基金项目： | 湖南省自然科学基金资助项目(07JJ6001);;湖南文理学院科研基金资助项目(JJYB0707) |
| |
| 摘 要： | 对经典风险模型推广至一种相依的结构，索赔产生时以概率P的可能性同时产生一次续保，对此模型，得到了最终破产概率的一般表达式和破产概率的一个上界估计。
|
| 关 键 词： | 风险模型 破产概率 调节系数 风险相依 |
Ruin probabilities in a class of dependent risk models |
| |
| YANG Jia-xing. Ruin probabilities in a class of dependent risk models[J]. Journal of Changchun University, 2009, 19(4) |
| |
| Authors: | YANG Jia-xing |
| |
| Affiliation: | School of Mathematics and Computer Science;Hunan University of Arts and Science;Changde 415000;China |
| |
| Abstract: | In this paper,the classical risk model is extended to a dependent structure,in which the claim may produce renewable insurance with possibility of probability P at the same time.According to this model,the general expression for ultimate ruin probability is given and an upper bound for the ruin probability is got. |
| |
| Keywords: | risk model ruin probability adjustment coefficient risk dependence |
| 本文献已被 CNKI 维普 等数据库收录！ |
