摘要
考察了有利息力风险模型的有限时间破产概率问题.在索赔额分布属于L∩D族的场合下,对于有利息力的Poisson模型,得到了有限时间破产概率的一致的渐近表达式;而对于有利息力的更新模型,得到了有限时间破产概率的渐近表达式.
The finite time ruin probability of the risk model with constant interest force was considered. In this model, when the claim size distribution belonged to L∩D, the uniform asymptotic estimate for the probability of ruin within finite time was obtained. The asymptotic estimate for the finite time ruin probability was also obtained when Poisson process was extended to the renewal process.
基金
国家自然科学基金(10371117)
中国科学技术大学高水平大学建设基金资助
关键词
有利息力的更新模型
L∩D族
有限时间破产概率
renewal model with constant interest force
Class L ∩D
ruin probability within finite time