| 风险投资和大额索赔下有限时间破产概率 |
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| 引用本文： | 吴贤君.风险投资和大额索赔下有限时间破产概率[J].科学技术与工程,2012,12(12):2907-2911. |
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| 作者姓名： | 吴贤君 |
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| 作者单位： | 暨南大学统计学系 |
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| 摘 要： | 考察了带风险投资的更新风险模型的有限时间破产概率.在索赔额分布属于长尾族和控制变化族的场合下，该模型分析了大额个体索赔情形下保险公司破产概率的渐近行为，并得到了有限时间破产概率的渐近表达式.
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| 关 键 词： | 更新风险模型 长尾族和控制变化族 有限时间破产概率 渐近表达式 |
| 收稿时间： | 2012/2/11 0:00:00 |
| 修稿时间： | 2/26/2012 4:30:20 PM |
Finite time ruin probability with risky investment and large claims |
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| wuxianjun.Finite time ruin probability with risky investment and large claims[J].Science Technology and Engineering,2012,12(12):2907-2911. |
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| Authors: | wuxianjun |
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| Institution: | WU Xian-jun(Dept.of Statistics,Jinan University,Guangzhou 510632,P.R.China) |
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| Abstract: | The finite time ruin probability of renewal risk model with risky investment and large claims were considered.In this model,when the claim size distribution belonged to L∩D,the asymptotic behavior of insurance company’s ruin probability under large individual claims is analyzed and obtained the asymptotic formula of finite time ruin probability. |
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| Keywords: | renewal risk model class L and class D finite time ruin probability asymptotic formula |
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