| 延迟更新风险模型有限时间的破产概率 |
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| 引用本文： | 郭东林,刘永利.延迟更新风险模型有限时间的破产概率[J].江西科学,2010,28(5):590-592. |
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| 作者姓名： | 郭东林 刘永利 |
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| 作者单位： | 商丘师范学院数学系,河南,商丘,476000 |
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| 基金项目： | 河南省自然科学基金资助项目 |
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| 摘 要： | 在索赔来到为延迟更新过程,索赔额服从帕累托分布以及具有常数利息力和保费改变的假设下,得到了有限时间内的破产概率的渐近表达式,并把这一结果推广到平衡更新过程的情况。
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| 关 键 词： | 延迟更新过程 常数利息力 帕累托分布 有限时间破产概率 平衡更新过程 |
Finite Time Ruin Probability in Delayed Renewal Risk Model |
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| GUO Dong-lin,LIU Yong-li.Finite Time Ruin Probability in Delayed Renewal Risk Model[J].Jiangxi Science,2010,28(5):590-592. |
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| Authors: | GUO Dong-lin LIU Yong-li |
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| Institution: | GUO Dong-lin,LIU Yong-li(Department of Mathematics,Shangqiu Normal College,Henan Shangqiu 476000 PRC) |
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| Abstract: | Under the hypothesis that the claim-arrival is delayed renewal process,the claim sizes obey the Pareto distribution and the rate of premium payments is variable,asymptotic expression for finite time ruin probability is obtained in this paper.Then the result is extended to Equilibrium renewal process. |
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| Keywords: | Delayed renewal process Constant interest force Pareto distribution Finite time ruin probability Equilibrium renewal process |
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