| 复合二项模型中的更新方程和渐近解 |
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| 引用本文： | 隋艳,林丹.复合二项模型中的更新方程和渐近解[J].湖北大学学报(自然科学版),2006,28(1):23-27. |
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| 作者姓名： | 隋艳 林丹 |
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| 作者单位： | 湖北大学,数学与计算机科学学院,湖北,武汉,430062;湖北大学,数学与计算机科学学院,湖北,武汉,430062 |
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| 基金项目： | 湖北省教育厅自然科学基金 |
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| 摘 要： | 讨论复合二项模型中破产前一刻的盈余、破产时赤字和破产时刻的联合分布.当初始盈余为零时,得到了此联合分布的显式表达式;对于充分大的初始盈余,得到了此联合分布满足的瑕疵更新方程和渐近解.此外,还得到了导致破产的索赔额的分布满足的瑕疵更新方程和渐近解.
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| 关 键 词： | 复合二项模型 破产前一刻的盈余 破产时赤字 调节系数 离散更新方程 |
| 文章编号： | 1000-2375(2006)01-0023-05 |
| 收稿时间： | 12 17 2004 12:00AM |
| 修稿时间： | 2004年12月17 |
The renewal equations and asymptotic formulas in the compound binomial model |
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| SUI Yan,LIN Dan.The renewal equations and asymptotic formulas in the compound binomial model[J].Journal of Hubei University(Natural Science Edition),2006,28(1):23-27. |
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| Authors: | SUI Yan LIN Dan |
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| Institution: | School of Mathematics and Compute Science, Hubei University, Wuhan 430062, China |
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| Abstract: | In this paper the joint distribution of the time of ruin,the surplus immediately before ruin,and the deficit at ruin is discussed in the compound binomial model.The exact expression of this joint distribution is derived when the initial surplus is zero.The defective renewal equation and the asymptotic formula of this joint distribution are also acquired for sufficiently large initial surplus.Furthermore,the renewal equation and asymptotic formula of the distribution of the amount of the claim causing ruin are obtained. |
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| Keywords: | compound binomial model surplus immediately before ruin deficit at ruin adjustment coefficient discrete renewal equations |
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