摘要
提出了一个基于客户到来的泊松过程风险模型,其中不同保单发生实际索赔的概率不同,假设潜在索赔额序列为负相依同分布的重尾随机变量序列,且属于重尾族L∩D族的条件下,得到了有限时间破产概率的渐近表达式.
In this paper we propose a Poisson insurance risk model based on customer arrival process, in which different insurance policy holders are allowed to have different probabilities to make actual claims. Under the conditions that the potential claim size is negatively dependent, identically distribution random variables and belongs to L∩D, then an asymptotical expression of the finite time ruin probability is derived.
出处
《数学的实践与认识》
CSCD
北大核心
2012年第23期25-31,共7页
Mathematics in Practice and Theory
基金
国家自然科学基金(71261023)
甘肃省教育厅项目(1001-10)
关键词
有限时间破产概率
负相依随机变量
L∩D族
潜在索赔
Finite-time ruin probability
negative dependence random variables
class L∩D potential claim size.
