| 二项风险模型中破产概率上界的估计 |
| |
| 引用本文： | 田有功. 二项风险模型中破产概率上界的估计[J]. 宝鸡文理学院学报(自然科学版), 2012, 32(4): 21-23 |
| |
| 作者姓名： | 田有功 |
| |
| 作者单位： | 兰州商学院信息工程学院,甘肃兰州,730020 |
| |
| 摘 要： | 目的对二项风险模型中的破产概率的指数上界进行了有效估计。方法主要运用离散的5阶凸随机序的极值分布的理论。结果在离散的5阶凸随机序意义下，获得了破产概率的指数上界的估计。结论模拟结果非常接近精确的指数上界。
|
| 关 键 词： | 5阶凸随机序 极值分布 破产概率 Lundberg调整系数 |
Estimation of upper bound for ruin probability in the binomial risk model |
| |
| TIAN You-gong. Estimation of upper bound for ruin probability in the binomial risk model[J]. Journal of Baoji College of Arts and Science(Natural Science Edition), 2012, 32(4): 21-23 |
| |
| Authors: | TIAN You-gong |
| |
| Affiliation: | TIAN You-gong(School of Information Engineering,Lanzhou University of Finance and Economics,Lanzhou 730020,Gansu,China) |
| |
| Abstract: | Aim To effectively estimate the exponential upper bound of ruin probability in the bi- nomial risk model. Method The extremal theory of the discrete 5-convex stochastic order was mainly used for the abovementioned aim. Result The estimation of the exponential upper bound of ruin probability in the sense of discrete 5-convex was obtained. Conclusion Simulation results were very close to the accurate exponential upper bound. |
| |
| Keywords: | 5-convex stochastic order extreme value distribution ruin probability Lundberg＇ sadjustment coefficient |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
