| 索赔额服从卡方分布的破产概率及其渐近估计 |
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| 引用本文： | 许璐,陈才刚,付小兰. 索赔额服从卡方分布的破产概率及其渐近估计[J]. 江汉大学学报(自然科学版), 2013, 0(5): 35-39 |
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| 作者姓名： | 许璐 陈才刚 付小兰 |
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| 作者单位： | 江汉大学数学与计算机科学学院,湖北武汉430056 |
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| 基金项目： | 国家自然科学基金资助项目（10961003）;江西省教育厅科技计划项目（GJJ08338） |
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| 摘 要： | 通过建立合适的数学模型，运用古典概率论的有关知识，针对索赔额服从卡方分布的模型导出了保险公司最终破产概率的显式表达式，并得到了相应的渐近估计，所得结果推广包含了文献[1]和文献[8]的相关结论。
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| 关 键 词： | 卡方分布 最终破产概率 显式表达式 渐近估计 |
Probability of Ruin and Approachable Estimate of Claim Sum Obeying X2 Distribution |
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| XU Lu,CHEN Cai-gang,FU Xiao-lan. Probability of Ruin and Approachable Estimate of Claim Sum Obeying X2 Distribution[J]. Journal of Jianghan University(Natural Sciences), 2013, 0(5): 35-39 |
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| Authors: | XU Lu CHEN Cai-gang FU Xiao-lan |
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| Affiliation: | (School of Mathematics and Computer Seienee,Jianghan University, Wuhan 430056, Hubei, China) |
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| Abstract: | With establishing a suitable mathematical model, the classical probability theory is used to derive the explicit expression of the last probability of ruin of insurance company that the claim sum obeying the X2 distribution model, and its approachable estimate is obtained. The conclu- sions improved the results of literature [ 1 ] and [ 8 ]. |
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| Keywords: | X2 distribution last probability of ruin explicit expression approachable esti-mate |
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