| 相关性对破产概率的影响 |
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| 引用本文： | 吴小伟.相关性对破产概率的影响[J].复旦学报(自然科学版),2007,46(2):240-244. |
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| 作者姓名： | 吴小伟 |
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| 作者单位： | 复旦大学,数学科学学院,上海,200433 |
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| 摘 要： | 在不同的保费计算原理下,比较4类风险模型的保费和Lundberg指数的大小,并由此确定对破产概率的影响.
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| 关 键 词： | 保费 破产概率 Lundberg指数 |
| 文章编号： | 0427-7104（2007）02-0240-05 |
| 修稿时间： | 2006-04-18 |
The Influence from Correlation to Ruin Probability |
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| WU Xiao-wei.The Influence from Correlation to Ruin Probability[J].Journal of Fudan University(Natural Science),2007,46(2):240-244. |
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| Authors: | WU Xiao-wei |
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| Institution: | School of Mathematical Sciences, Fudan University, Shanghai 200433, China |
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| Abstract: | Under different principles which are used to calculate primum, the primums and Lundberg exponents of four risk modes are compared. Then ruin probability can be estimated. |
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| Keywords: | premium ruin probability Lundberg exponent |
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