安庆师范学院学报（自然科学版）Issue(1)：27-30,4.
离散时间风险模型下有限时间破产概率的近似
Estimates of the Ruin Probability in the Discrete Time Risk Model
宗志迅 1李志民 1郭红财1
作者信息
- 1. 安徽工程大学 数学与应用数学学院，安徽 芜湖 241000
- 折叠
摘要
Abstract
This paper investigates probabilities of the ruin within finite horizon for a discrete time risk model , in which the net individual risks are heavy -tailed.Under some mild conditions on the distribution functions of the net individual risks with interest factor,and using the probability technology of weighted sums of random variables, we obtain the asymptotical formula for the finite time ruin probability of insurance company.关键词
个体净风险/重尾分布/亚指数分布/有限时间破产概率Key words
the net individual risks/heavy -tailed distribution/Subexponential distribution/finite time ruin probability分类
数学引用本文复制引用
宗志迅,李志民,郭红财..离散时间风险模型下有限时间破产概率的近似[J].安庆师范学院学报（自然科学版）,2013,(1):27-30,4.
