| 索赔总额服从Gamma分布的破产概率及渐近估计 |
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| 引用本文： | 许璐,许绍元. 索赔总额服从Gamma分布的破产概率及渐近估计[J]. 海南大学学报(自然科学版), 2010, 28(3): 193-196 |
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| 作者姓名： | 许璐 许绍元 |
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| 作者单位： | 江汉大学,数学及计算机科学学院,湖北,武汉,430056;赣南师范学院,数学及计算机科学学院,江西,赣州,341000 |
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| 基金项目： | 国家自然科学基金资助项目,江西省教育厅科技计划项目 |
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| 摘 要： | 运用古典概率论知识对索赔总额服从Gamma分布模型导出了最终破产概率的表达式,并得到其渐近估计.
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| 关 键 词： | Gamma分布 最终破产概率 渐近估计 |
Probability of Ruin and Approachable Estimate in Gamma Distribution Model |
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| XU Lu,XU Shao-yuan. Probability of Ruin and Approachable Estimate in Gamma Distribution Model[J]. Natural Science Journal of Hainan University, 2010, 28(3): 193-196 |
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| Authors: | XU Lu XU Shao-yuan |
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| Affiliation: | XU Lu1,XU Shao-yuan2(1.School of Mathematics and Computer Science,Jianghan University,Wuhan 430056,China,2.School of Mathematics and Computer Science,Gannan Normal Collge,Ganzhou 341000,China) |
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| Abstract: | The classical probability theory was used to derive the solution of the last probability of ruin in the gamma distribution model,and its approachable estimate was obtained. |
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| Keywords: | Gamma distribution the last probability of ruin the approachable estimate |
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