| 离散时间更新风险模型赤字分布的上下界估计 |
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| 引用本文： | 包振华,朱燕,赵洁.离散时间更新风险模型赤字分布的上下界估计[J].高师理科学刊,2013(3). |
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| 作者姓名： | 包振华 朱燕 赵洁 |
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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： | 国家自然科学基金资助项目(11001114)；辽宁省高等学校优秀人才支持计划资助项目 |
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| 摘 要： | 研究离散时间更新风险模型的赤字分布,利用赤字分布以及赤字尾分布所满足的瑕疵更新方程,给出了赤字分布不同形式的上下界估计.
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| 关 键 词： | 离散时间更新模型 赤字分布 最终破产概率 |
Estimation of upper and lower bounds for the deficit distribution in a discrete time renewal risk model |
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| BAO Zhen-hua
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ZHU Yan
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ZHAO Jie.Estimation of upper and lower bounds for the deficit distribution in a discrete time renewal risk model[J].Journal of Science of Teachers＇College and University,2013(3). |
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| Authors: | BAO Zhen-hua ZHU Yan ZHAO Jie |
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| Abstract: | Researched the deficit distribution arising in a discrete time renewal risk model.By using the defective renewal equations satisfied by the deficit distribution and its tail distribution,some varied upper and lower bounds for the deficit distribution was obtained. |
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| Keywords: | discrete time renewal risk model deficit distribution ultimate ruin probability |
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