| 离散时间更新模型破产时间概率母函数若干性质的证明 |
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| 引用本文： | 包振华,张绍华.离散时间更新模型破产时间概率母函数若干性质的证明[J].汕头大学学报(自然科学版),2010,25(3):26-31. |
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| 作者姓名： | 包振华 张绍华 |
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| 作者单位： | 辽宁师范大学数学学院,辽宁,大连,116029 |
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| 基金项目： | 辽宁省教育厅高等学校科研资助项目 |
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| 摘 要： | 利用离散时间更新模型,获得了关于破产时间概率母函数的上下界估计以及渐近表达式.作为应用,得到了延迟更新模型下破产时间概率母函数的上下界.
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| 关 键 词： | 离散时间更新模型 破产时间 概率母函数 延迟更新模型 |
Probability Generating Function of Ruin Time in the Discrete Time Renewal Risk Model |
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| BAO Zhen-hua,ZHANG Shao-hua.Probability Generating Function of Ruin Time in the Discrete Time Renewal Risk Model[J].Journal of Shantou University(Natural Science Edition),2010,25(3):26-31. |
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| Authors: | BAO Zhen-hua ZHANG Shao-hua |
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| Institution: | (School of Mathematics,Liaoning Normal University,Dalian 116029,Liaoning,China) |
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| Abstract: | For the discrete time renewal risk model,the upper and lower bounds are obtained for the probability generating function（p.g.f.） of the ruin time.The asymptotic expression for p.g.f.of the ruin time is also derived.The upper and lower bounds are obtained for p.g.f.of the ruin time in the delayed renewal risk model.The results complement the study on the discrete time renewal risk model. |
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| Keywords: | discrete time renewal risk model ruin time probability generating function delayed renewal risk model |
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