| 索赔额服从爱尔朗分布的破产概率及渐近估计 |
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| 引用本文： | 许璐,李媛媛.索赔额服从爱尔朗分布的破产概率及渐近估计[J].海南大学学报(自然科学版),2013(4):306-310. |
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| 作者姓名： | 许璐 李媛媛 |
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| 作者单位： | 江汉大学数学及计算机科学学院,湖北武汉430056 |
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| 基金项目： | 江西省教育厅科技计划项目（GJJ08338） |
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| 摘 要： | 针对索赔额服从k阶爱尔朗分布的风险问题，通过建立合适的数学模型，利用概率论的有关知识和破产理论的有关结果导出了该模型最终破产概率的显式表达式，并进一步通过引入卷积定义和更新方程得到了它的渐近估计．
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| 关 键 词： | k阶爱尔朗分布 最终破产概率 卷积 更新方程 渐近估计 |
Ruin Probability and Approachable Estimate of Claim Amount under Erlang Distribution Model |
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| XU Lu,LI Yuan-yuan.Ruin Probability and Approachable Estimate of Claim Amount under Erlang Distribution Model[J].Natural Science Journal of Hainan University,2013(4):306-310. |
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| Authors: | XU Lu LI Yuan-yuan |
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| Institution: | (School of Mathematics and Computer Science, Jianghan University, Wuhan 430056, China) |
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| Abstract: | The knowledge of probability theory and relevant results of bankrupt theory were used to derive the ex- pressions of ruin under the k-erlang distribution by constructing a suitable Mathematical model. Moreover, approachable estimation was also developed by the definition of convolution and renew equation. |
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| Keywords: | k-erlang distribution the ultimate ruin probability convolution renew equation approachable esti-mation |
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