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| 双复合Poisson风险模型的赤字尾概率 | |
| 引用本文： | 包振华,叶中行. 双复合Poisson风险模型的赤字尾概率[J]. 汕头大学学报(自然科学版), 2007, 22(2): 1-5,27 |
| 作者姓名： | 包振华 叶中行 |
| 作者单位： | 1. 辽宁师范大学数学学院,辽宁大连,116029 2. 上海交通大学应用数学系,上海,200240 |
| 摘 要： | 研究双复合Poisson过程的风险模型,得到了关于赤字尾概率的函数型不等式,并且作为它的应用,得到了一些指数型上界估计,使得某些已有结果得到推广. |
| 关 键 词： | 双复合Poisson模型 赤字尾概率 函数型不等式 |
| 文章编号： | 1001-4217（2007）02-0001-05 |
| 收稿时间： | 2006-10-08 |
| 修稿时间： | 2006-10-08 |
The Tail Probability of the Deficit for Double Compound Poisson Model |
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| BA Zhen-hua,YE Zhong-xing. The Tail Probability of the Deficit for Double Compound Poisson Model[J]. Journal of Shantou University(Natural Science Edition), 2007, 22(2): 1-5,27 | |
| Authors: | BA Zhen-hua YE Zhong-xing |
| Affiliation: | 1. Mathematics College, Liaoning Normal University, Dalian 116029, Liaoning, China; 2. Department of Mathematics, Shanghai Jiaotong University, Shanghai 200240, China |
| Abstract: | For the double compound Poisson model, a functional inequality of the tail probability of the deficit is derived. As applications, the exponential upper bound and some known results are generalized. |
| Keywords: | double compound Poisson model the tail probability of the deficit functional inequality |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |