西北师范大学学报（自然科学版）2011，Vol.47Issue(6)：17-19,29,4.
重尾赔付下带常数利息力的延迟索赔风险模型的破产概率
The ruin probability for a delayed-claims risk model with constant interest force under heavily-tailed claims
摘要
Abstract
A risk model for a delay-claims with constant interest force is considered in this paper. Under the assumptions that the main claim process is a Poisson process, the main and delayed-claims belong to heavily-tailed distributions, an asymptotical equality expression of the finite time ruin probability is obtained. This result generalizes the corresponding consequence of the single claim model.关键词
延迟索赔风险模型/常数利息力/破产概率/S族/渐近表达式Key words
delayed-claims risk model/ constant interest force/ ruin probability/ S-class/ asymptotical equality expression分类
数理科学引用本文复制引用
肖鸿民,李红..重尾赔付下带常数利息力的延迟索赔风险模型的破产概率[J].西北师范大学学报（自然科学版）,2011,47(6):17-19,29,4.基金项目
国家自然科学基金资助项目(10861087 （）
71061012) （）
甘肃省高等学校研究生导师科研项目(1001-10) （1001-10）
