一类风险模型赤字尾分布的函数型不等式

The functional inequality of the tail distribution of the deficit for a risk model

研究了一类常利率下保费为复合随机过程的特殊双险种风险模型,利用数学归纳法,得到了赤字尾分布的函数型不等式,并且应用它推出了一些指数型上界估计。

A special double type-insurance risk model with interest and whose premium is a compound stochastic process is considered in this paper. Using the principle of mathematical induction,a functional inequality of the tail distribution of the deficit is derived. Applying it,some exponential upper bound estimations are proposed.