摘要
本文研究一类具有常值利息力风险模型破产概率的渐进估计,对于理赔为若干重尾族类的情形,通过考虑理赔来到时刻的盈余,将盈余过程离散化,进而利用更新函数和卷积,得到了当盈余趋向于无穷大时有限时间内破产概率的渐进估计。
In this paper,we consider the estimate of ruin problems in the risk model with constant force of interest.The asymptotic behavior of absolute ruin probability is investigated by applying the method called ＂skeleton process＂,then use the method of renewal function and convolution,we present the asymptotic properties of ruin probability when the initial surplus tends to infinity.
出处
《安庆师范学院学报（自然科学版）》
2012年第1期30-32,46,共4页
Journal of Anqing Teachers College(Natural Science Edition)
基金
国家自然科学基金(10901003)资助
关键词
破产概率
常值利息力
风险模型
渐进估计
ruin probability
constant force of interest
risk model
asymptotic estimate
