| 重尾索赔下二项风险模型破产概率局部渐近估计 |
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| 引用本文： | 马妮娜,廖基定.重尾索赔下二项风险模型破产概率局部渐近估计[J].南华大学学报(自然科学版),2011,25(1):67-69. |
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| 作者姓名： | 马妮娜 廖基定 |
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| 作者单位： | 南华大学数理学院,湖南衡阳,421001 |
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| 基金项目： | 湖南省科技厅软科学基金课题 |
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| 摘 要： | 本文对复合二项风险模型作进一步的研究,给出了在重尾索赔下二项风险模型破产概率局部渐近估计.
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| 关 键 词： | 风险模型 重尾索赔 破产概率 |
| 收稿时间： | 2010/11/28 0:00:00 |
Local Asymptotic Evaluation of the Compound Binomial Risk Models in Heavy-tailed Claims |
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| MA Ni-n,LIAO Ji-ding.Local Asymptotic Evaluation of the Compound Binomial Risk Models in Heavy-tailed Claims[J].Journal of Nanhua University:Science and Technology,2011,25(1):67-69. |
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| Authors: | MA Ni-n LIAO Ji-ding |
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| Institution: | MA Ni-na,LIAO Ji-ding(School of Mathematics and Physics,University of South China,Hengyang,Hunan 421001,Chin) |
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| Abstract: | In this paper,the further investigation into the compound binomial risk models have been done,we obtained its local asymptotic evaluation of the compound binomial risk models in heavy-tailed claims. |
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| Keywords: | risk model heavy-tailed claim ruin probability |
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