| 带干扰更新风险模型的有限时间破产概率 |
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| 引用本文： | 侯丽娟,梁凤鸣. 带干扰更新风险模型的有限时间破产概率[J]. 曲阜师范大学学报, 2009, 35(2): 39-42 |
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| 作者姓名： | 侯丽娟 梁凤鸣 |
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| 作者单位： | 侯丽娟,HOU Li-juan(泰山学院图书馆);梁凤鸣,LIANG Feng-ming(泰山学院学报编辑部,271021,山东省泰安市) |
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| 摘 要： | 讨论了一个带干扰更新风险模型的有限时间破产概率问题．在假设索赔额服从次指数分布，利率为常数的情况下，得到一个关于有限时间破产概率的近似表达式，并将此结论与利率为0时进行了对比．
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| 关 键 词： | 次指数分布 带扰动更新风险模型 常利率 ERV Matuszewska指标 |
Finite-time Ruin Probability for the Jump-diffusion Renewal Risk Model |
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| HOU Li-juan,LIANG Feng-ming,. Finite-time Ruin Probability for the Jump-diffusion Renewal Risk Model[J]. Journal of Qufu Normal University(Natural Science), 2009, 35(2): 39-42 |
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| Authors: | HOU Li-juan LIANG Feng-ming |
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| Affiliation: | HOU Li-juan, LIANG Feng-ming, (1. Library, Taishan University; 2. Editorial Board of the Joumal,Taishan University,271021 ,Tai＇an, Shandong,PRC) |
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| Abstract: | In this paper,the finite-time ruin probability for the jump-diffusion renewal process is considered.Under the assumptions that the claim-sizes are sub-exponentially distributed and that the interest force is constant,an asymptotic formula for the finite-time ruin probability is obtained.Then the result is contrasted with the situation when the interest force is 0. |
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| Keywords: | ERV |
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