| 一类具有宽下限相依结构的索赔时间间隔分布的更新风险过程 |
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| 引用本文： | 卢彬.一类具有宽下限相依结构的索赔时间间隔分布的更新风险过程[J].江西科学,2013(6):722-724. |
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| 作者姓名： | 卢彬 |
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| 作者单位： | 暨南大学统计系,广东广州510632 |
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| 摘 要： | 研究一类特殊的更新风险过程,其索赔时间间隔服从宽下限相依分布、在索赔额序列为负相依同分布的重尾随机变量属于L∩D族的假设下,得到了有限时间破产概率的一致渐近性.
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| 关 键 词： | 重尾分布 宽下限相依 负相依随机变量 有限时间破产概率 |
A Class of Renewal Risk Process of The Claim Interval with Wide Lower Limit Dependent Structure |
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| LU Bin.A Class of Renewal Risk Process of The Claim Interval with Wide Lower Limit Dependent Structure[J].Jiangxi Science,2013(6):722-724. |
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| Authors: | LU Bin |
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| Institution: | LU Bin ( Department of Statistics, Ji＇nan University, Guangdong Guangzhou 510632 PRC ) |
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| Abstract: | In this paper, we investigate a novel class of renewal risk process, where the claim interval is Widely Lower Orthant Dependent. In the case of the claim size belongs to class L N D. Finally we prove a consistent asymptotic behavior of finite time ruin probability. |
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| Keywords: | Heavy-tailed distribution Widely lower ortbant dependent Negative random variables Finite-time ruin probability |
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