| 随机时间内破产概率的弱渐近性 |
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| 引用本文： | 李景芝,王岳宝.随机时间内破产概率的弱渐近性[J].苏州大学学报(医学版),2009,25(1):7-10. |
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| 作者姓名： | 李景芝 王岳宝 |
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| 作者单位： | 苏州大学,数学科学学院,江苏,苏州,215006
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| 摘 要： | 在索赔额为负相协随机变量列，有共同分布F属于控制变化尾分布族及长尾分布族的假设下，本文研究了随机时间内破产概率的弱渐近性．
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| 关 键 词： | 弱渐近性 破产概率 控制变化尾 长尾 |
The symptotic behavior of the ruin probability within a random horizon |
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| Li Jingzhi,Wang Yuebao.The symptotic behavior of the ruin probability within a random horizon[J].Journal of Suzhou University(Natural Science),2009,25(1):7-10. |
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| Authors: | Li Jingzhi Wang Yuebao |
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| Institution: | School of Mathematic Science;Suzhou Univ.;Suzhou 215006;China |
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| Abstract: | Subject to the assumption that the common distribution of claim sizes belongs to dominated varying-tailed class and long-tailed class,the present work obtains a weakly asymptotic formula for the ruin probability within a random harizon in the renewal model. |
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| Keywords: | wealy asymptotic ruin probability dominated varying tail long tail |
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