经济数学2016，Vol.33Issue(4)：101-104,4.
常利率下索赔相依风险模型的破产赤字∗
The Deficit at Ruin in a Risk Model with Dependent Claims and Constant Interest Rate
摘要
Abstract
Abstract Under the constant interest rate,we studied the Sparre Andersen risk model with dependent claims,assuming a particular dependence structure among the interclaim time and the subsequent claim size .By recursive techniques,an upper bound for the deficit distribution at ruin in the model was given.Supposing that the parameters are exponential,we can much more understand the upper bound for the deficit distribution.关键词
概率论/赤字分布/递归方法/Sparre Andersen模型/相依结构Key words
probability theory/deficit distribution/recursive techniques/Sparre Andersen model/dependence structure分类
数理科学引用本文复制引用
盖维丹..常利率下索赔相依风险模型的破产赤字∗[J].经济数学,2016,33(4):101-104,4.基金项目
教育部人文社会科学研究青年基金(15YJC910001) （15YJC910001）
