摘要
本文研究了一类风险模型,其个体索赔额服从指数-幂尾型分布,索赔次数过程为一更新过程,其更新时间间隔服从指数族分布；给出了这类模型在有限时间内破产概率的渐近性质；并讨论了在破产发生后的特征．
The risk model has been studied in which the individual claim size obeys exponential-power tail distribution and the numbers of claim is a renewal process with an interval time distributed in ED^＊ class, The asymtotical property of ruin probability has been given and, ruin symptom and precaution are discussed.
出处
《应用数学学报》
CSCD
北大核心
2006年第1期154-165,共12页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金(10471076号)
山东省自然科学基金(Y2004A05
Y2004A07号)
山东省社科规划研究项目(批号04BJJ31)
