苏州科技学院学报（自然科学版）Issue(4)：15-21,30,8.
时间相依的二维风险模型的折扣累积索赔的渐近性
Asymptotics of discounted aggregate claims in a time-dependent bidimensional renewal risk model
摘要
Abstract
This paper proposes a bidimensional renewal risk model with a constant force of interest. Both the claim sizes and inter-arrival time are supposed to be independent and identically distributed random variables, but structurally dependent. When the claim sizes are subexponentially distributed, we have obtained the asymp-totic of discounted aggregate claims, which is also found affected by the dependent structure between the claim sizes and their inter-arrival time.关键词
渐近性/重尾分布/时间相依/尾概率Key words
asymptotics/heavy tails/time-dependent/tail probabilities分类
数理科学引用本文复制引用
陈洋..时间相依的二维风险模型的折扣累积索赔的渐近性[J].苏州科技学院学报（自然科学版）,2014,(4):15-21,30,8.基金项目
江苏省自然科学基金资助项目 （）
