| 离散时间风险模型有限时间破产概率的一致估计 |
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| 作者姓名： | 王志明 郭星星 |
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| 作者单位： | 武汉科技大学冶金工业过程系统科学湖北省重点实验室;武汉科技大学理学院 |
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| 基金项目： | 国家自然科学基金资助项目(60904060) |
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| 摘 要： | 研究净损失是二元上尾独立同分布,并且分布函数是D∩L类的离散时间风险模型,得到离散时间风险模型有限时间破产概率的一致估计。
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| 关 键 词： | 二元上尾独立 破产概率 一致估计 |
| 收稿时间： | 2011/9/30 0:00:00 |
Uniform estimate on finite time ruin probabilities in a discrete time risk model |
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| Authors: | Wang Zhiming and Guo Xingxing |
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| Institution: | 1.Hubei Province Key Laboratory of Systems Science in Metallurgical Process,Wuhan University of Science and Technology,Wuhan 430065,China;2.College of Science,Wuhan University of Science and Technology,Wuhan 430065,China) |
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| Abstract: | In this paper we study a discrete time risk model in which the net losses are bivariate upper-tail independent with identically distributed random variables having a common distribution in class D∩L.And we obtain the uniform estimation of the ruin probability within a finite time horizon in a discrete time risk model. |
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| Keywords: | bivariate upper-tail independent ruin probability uniform estimate |
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