苏州科技大学学报（自然科学版）2017，Vol.34Issue(2)：22-27,6.
带有扰动项的常利率延迟风险模型的有限时破产概率的渐近估计
Asymptotics of the finite-time ruin probability of a delayed risk model perturbed by diffusion with a constant interest rate
摘要
Abstract
This paper investigated a delayed and dependent risk model perturbed by diffusion with a constant interest rate,in which the claim sizes and inter-arrival times have some dependent structures,and the claim arrival times constitute a delayed quasi renewal counting process.When the distribution of the claim sizes is heavy-tailed,the asymptotics of the finite-time ruin probability of the above risk model has been obtained.关键词
相依风险模型/常利率/有限时破产概率/渐近性质Key words
dependent risk model/constant interest rate/finite-time ruin probability/asymptotics分类
数理科学引用本文复制引用
高苗苗,王开永,陈腊梅,钱浩军..带有扰动项的常利率延迟风险模型的有限时破产概率的渐近估计[J].苏州科技大学学报（自然科学版）,2017,34(2):22-27,6.基金项目
国家自然科学基金资助项目(11401418) （11401418）
江苏省“333高层次人才培养工程”资助项目 （）
江苏省自然科学基金资助项目(BK2012165) （BK2012165）
苏州科技大学研究生科研创新计划资助项目(SKCX16_056) （SKCX16_056）
江苏省大学生创新创业训练计划资助项目(201510332038Y) （201510332038Y）
