| 一类风险模型的破产概率 |
| |
| 引用本文： | 毕秀春,李荣,苏玉霞,刘绪启. 一类风险模型的破产概率[J]. 曲阜师范大学学报, 2010, 36(2): 35-38 |
| |
| 作者姓名： | 毕秀春 李荣 苏玉霞 刘绪启 |
| |
| 作者单位： | 毕秀春,李荣,苏玉霞(曲阜师范大学数学科学院,273165,曲阜市);刘绪启(邹城第一中学,273500,山东省邹城市) |
| |
| 基金项目： | 国家自然科学基金，曲阜师范大学科研启动基金 |
| |
| 摘 要： | 进一步推广Sparre Andersen风险模型,并得到了破产概率的尾等价式,它与Sparre Andersen风险模型相应的结果一致.
|
| 关 键 词： | 破产概率 更新风险模型 重尾分布 |
Ruin Probability for a Risk Model |
| |
| BI+Xiu-chun%e%%a,LI+Rong%e%%a,SU+Yu-xia%e%%a,LIU+Xu-qi%e%%a. Ruin Probability for a Risk Model[J]. Journal of Qufu Normal University(Natural Science), 2010, 36(2): 35-38 |
| |
| Authors: | BI+Xiu-chun%e%%a LI+Rong%e%%a SU+Yu-xia%e%%a LIU+Xu-qi%e%%a |
| |
| Affiliation: | BI+Xiu-chun%e2%91%a0,LI+Rong%e2%91%a0,SU+Yu-xia%e2%91%a0,LIU+Xu-qi%e2%91%a1(%e2%91%a0School+Mathematial+Sciences,Qufu+Normal+University,273165,Qufu,Sh,ong,%e2%91%a1The+First+High+School+of+Zoucheng,273500,Zoucheng,PRC) |
| |
| Abstract: | This paper further generalizes the Sparre Anderson risk model and gives tail equivalence relationship for the ruin probability,which coincides with that for corresponding ruin probability in the Sparre Anderson model. |
| |
| Keywords: | ruin probability renewal risk model heavy-tailed distribution |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
