摘要
研究索赔计数过程是Erlang(2)过程、保费收入为复合Poisson过程的风险模型,得到了赤字尾的分布和函数型不等式,并得到了一些指数型上界估计.
The risk model for which the claim inter-arrival distribution is Erlang(2) and the arival of premium income is a compound Poisson process are considered. The recursive expression of the distribution and a functional inequality of the tail probability of the deficit are derived. As applications, the exponential upper bound is generalized.
出处
《延边大学学报(自然科学版)》
CAS
2010年第1期21-25,74,共6页
Journal of Yanbian University(Natural Science Edition)
基金
四川文理学院院级科研项目(2008A01Z)