摘要
目的对二项风险模型中的破产概率的指数上界进行了有效估计。方法主要运用离散的5阶凸随机序的极值分布的理论。结果在离散的5阶凸随机序意义下,获得了破产概率的指数上界的估计。结论模拟结果非常接近精确的指数上界。
Aim To effectively estimate the exponential upper bound of ruin probability in the bi- nomial risk model. Method The extremal theory of the discrete 5-convex stochastic order was mainly used for the abovementioned aim. Result The estimation of the exponential upper bound of ruin probability in the sense of discrete 5-convex was obtained. Conclusion Simulation results were very close to the accurate exponential upper bound.
出处
《宝鸡文理学院学报(自然科学版)》
CAS
2012年第4期21-23,共3页
Journal of Baoji University of Arts and Sciences(Natural Science Edition)
关键词
5阶凸随机序
极值分布
破产概率
Lundberg调整系数
5-convex stochastic order
extreme value distribution
ruin probability
Lundberg' sadjustment coefficient