江汉大学学报:自然科学版2012,Vol.40Issue(3):19-21,3.
复合二项分布模型的破产概率及其渐近估计
Ruin Probability and Asymptotic Estimate of a Compound Binomial Distribution Model
摘要
Abstract
The classical probability theory is used to derive solution of the ultimate ruin prob- ability in a compound binomial distribution model, and its asymptotic estimation is obtained. The conclusion has improved the result in related literature.关键词
复合二项分布/最终破产概率/显式解/渐近估计Key words
compound binomial distribution/ultimate ruin probability/explicit expression/asymptotic estimate分类
数学引用本文复制引用
许璐,赵闻达..复合二项分布模型的破产概率及其渐近估计[J].江汉大学学报:自然科学版,2012,40(3):19-21,3.基金项目
国家自然科学基金资助项目 ()
江西省教育厅科学计划项目 ()