| 负相依赔付下延迟风险模型的破产概率 |
| |
| 引用本文： | 肖鸿民,李红.负相依赔付下延迟风险模型的破产概率[J].兰州大学学报(自然科学版),2012,48(3):118-122. |
| |
| 作者姓名： | 肖鸿民 李红 |
| |
| 作者单位： | 西北师范大学数学与信息科学学院,兰州,730070 |
| |
| 基金项目： | 国家自然科学基金，甘肃省高校研究生导师项目 |
| |
| 摘 要： | 考虑一类带常数利息力的延迟索赔更新风险模型,该模型中包含了两种索赔:主索赔和延迟索赔.在主索赔额、延迟索赔额序列各自为负相依同分布且属于重尾分布L∩D族随机变量序列的情形下,得到了有限时间破产概率的渐近等价表达式.
|
| 关 键 词： | 延迟索赔更新风险模型 常利息力 破产概率 负相依 渐近表达式 |
Ruin probability for a delayed-claims risk model under ND claims |
| |
| XIAO Hong-min
,
LI Hong.Ruin probability for a delayed-claims risk model under ND claims[J].Journal of Lanzhou University(Natural Science),2012,48(3):118-122. |
| |
| Authors: | XIAO Hong-min LI Hong |
| |
| Institution: | College of Mathematics and Information Science,Northwest Normal University,Lanzhou 730070,China |
| |
| Abstract: | A renewal risk model for delayed claims with constant interest force was considered,in which each main claim might induce a delayed claim after a random time delay.Under the assumptions that the sequences of the main and delayed claims are negatively dependent random variables with a common distribution and that the claim sizes belong to the heavy-tailed distribution class L∩D,an asymptotical equality expression of the finite time ruin probability was obtained. |
| |
| Keywords: | delayed-claims renewal risk model constant interest force ruin probability negatively dependent asymptotical equality expression |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
