摘要
给出多重延迟复合更新风险模型及最终破产概率和生存概率,并对F∈S*和F∈Sd(γ)两个不同的重尾族,得到相应背景下的局部破产概率的渐近表达式.
It redefined ultimate ruin probabilities and survival probabilites in the multi-delayed compound renewal risk model.Meanwhile,it also delivered asympototic formula for local ruin probabilities according to this background with two different heavy-tailed chasses respectively when F∈S* and F∈Sd(γ) which were deduction of local ruin probabilities in the compound renewal risk model.
出处
《湖北大学学报（自然科学版）》
CAS
2012年第1期14-20,共7页
Journal of Hubei University：Natural Science
基金
国家自然科学基金项目(61070225)资助
关键词
重尾分布
随机多重延迟
复合更新风险模型
局部破产概率
heavy-tailed distribution
random multi-delays
compound renewal risk model
localruin probabilities
