| 一类风险模型的精细大偏差 |
| |
| 引用本文： | 胡学平.一类风险模型的精细大偏差[J].吉林大学学报(理学版),2010,48(6):926-930. |
| |
| 作者姓名： | 胡学平 |
| |
| 作者单位： | 安庆师范学院 数学与计算科学学院, 安徽 安庆 246133;河海大学 水利水电学院, 南京 210098 |
| |
| 基金项目： | 安徽省教育厅自然科学基金重点项目基金，安徽省教育厅自然科学基金 |
| |
| 摘 要： | 考虑一类重尾索赔条件下带干扰项的双险种风险模型,当索赔到达过程为一般非负整值过程,索赔额的分布属于重尾分布C族时,利用分析和概率方法得到了索赔剩余过程的精细大偏差.
|
| 关 键 词： | 双险种风险模型 精细大偏差 随机和 重尾分布 |
| 收稿时间： | 2009-12-28 |
Precise Large Deviation of a Class of Risk Model |
| |
| HU Xue-ping.Precise Large Deviation of a Class of Risk Model[J].Journal of Jilin University: Sci Ed,2010,48(6):926-930. |
| |
| Authors: | HU Xue-ping |
| |
| Institution: | School of Mathematics and Computation Science, Anqing Teachers College, Anqing 246133, Anhui Province, China;College of Water Conservancy and Hydropower Engineering, Hohai University, Nanjing 210098, China |
| |
| Abstract: | A perturbed risk model for two type risk insurance was investigated. The precise large deviation for the claim surplus
process of this risk model was obtained by means of some relative theories in analysis and probability theory when the claim process was a nonnegative inter valued process and the distributions of heavy tailed claims belonged to the class |
| |
| Keywords: | risk model for two type risk insurance precise large deviation random sums heavy tailed distribution |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《吉林大学学报(理学版)》浏览原始摘要信息 |
| 点击此处可从《吉林大学学报(理学版)》下载免费的PDF全文 |
