摘要
考虑一种相依索赔风险模型,模型中假设每次主索赔可随机产生一延迟的副索赔,采用Laplacc变换方法,给出了索赔额服从轻尾分布时的最终破产概率,并研究了重尾分布时最终破产概率的渐进式.
In this paper we consider a risk model with tune-correlated claims, in which every claim can produce a delayed by - claim randomly. By means of the Laplace transform, the ruin probability of the risk model is obtained when the claim size is light- tailed. The upper and lower limit bounds of the ruin probability are also studied when the claim size is heavy-tailed.
出处
《经济数学》
2008年第2期132-135,共4页
Journal of Quantitative Economics
基金
安徽省高等学校省级自然科学研究项目(No.KJ2007B183)
安徽省高校青年教师资助计划项目(No.2008j91116)
