江汉大学学报（自然科学版）2016，Vol.44Issue(5)：397-401,5.DOI:10.16389/j.cnki.cn42-1737/n.2016.05.003
索赔额服从韦布尔分布的破产概率及渐近估计
Ruin Probability and Asymptotic Estimation of a Weibull Distribution Model
摘要
Abstract
The Weibull distribution is widely applied in repeated claim of quantized life-insurance model ,but also is the theoretical basis of reliability analysis and life-insurance model;meanwhile , the Weibull distribution is the extension of exponential distribution. This paper used the knowledge of classical probability theory and mathematics risk theory ,towards the insurance problem which the individual claim sum obeyed the Weibull distribution ,with establishment of reasonable mathematics model , deduced the explicit expression of ultimate ruin probability , and obtained its asymptotic estimation.关键词
韦布尔分布/破产概率/渐近估计/显式解Key words
Weibull distribution/ruin probability/asymptotic estimation/explicit expression分类
数理科学引用本文复制引用
许璐,王宝宁,王祎..索赔额服从韦布尔分布的破产概率及渐近估计[J].江汉大学学报（自然科学版）,2016,44(5):397-401,5.基金项目
国家自然科学基金资助项目（10961003）；武汉市教育局基金资助项目 （）
