| 重尾索赔下二项风险模型破产概率局部渐近估计 |
| |
| 引用本文： | 马妮娜,廖基定. 重尾索赔下二项风险模型破产概率局部渐近估计[J]. 南华大学学报(自然科学版), 2011, 25(1): 67-69 |
| |
| 作者姓名： | 马妮娜 廖基定 |
| |
| 作者单位： | 南华大学数理学院,湖南衡阳,421001 |
| |
| 基金项目： | 湖南省科技厅软科学基金课题 |
| |
| 摘 要： | 本文对复合二项风险模型作进一步的研究,给出了在重尾索赔下二项风险模型破产概率局部渐近估计.
|
| 关 键 词： | 风险模型 重尾索赔 破产概率 |
| 收稿时间： | 2010-11-28 |
Local Asymptotic Evaluation of the Compound Binomial Risk Models in Heavy-tailed Claims |
| |
| MA Ni-n,LIAO Ji-ding. Local Asymptotic Evaluation of the Compound Binomial Risk Models in Heavy-tailed Claims[J]. Journal of Nanhua University(Science and Technology), 2011, 25(1): 67-69 |
| |
| Authors: | MA Ni-n LIAO Ji-ding |
| |
| Affiliation: | MA Ni-na,LIAO Ji-ding(School of Mathematics and Physics,University of South China,Hengyang,Hunan 421001,Chin) |
| |
| Abstract: | In this paper,the further investigation into the compound binomial risk models have been done,we obtained its local asymptotic evaluation of the compound binomial risk models in heavy-tailed claims. |
| |
| Keywords: | risk model heavy-tailed claim ruin probability |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《南华大学学报(自然科学版)》浏览原始摘要信息 |
|
点击此处可从《南华大学学报(自然科学版)》下载免费的PDF全文 |
|
