华中师范大学学报（自然科学版）2019，Vol.55Issue(4)：487-490,4.DOI:10.19603/j.cnki.1000-1190.2019.04.005
带布朗扰动风险模型的有限时破产概率渐近性
Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation
摘要
Abstract
In this paper,a general risk model with constant force of interest and Brownian perturbation is considered.It does not need independent or dependent assumption on the inter-arrival times in this risk model.When the claim sizes are WUOD and have heavy-tailed distributions,the asymptotics of the finite-time ruin probability have been obtained,which shows that the Brownian perturbation has no effect on the asymptotics of the finite-time ruin probability.关键词
渐近性/布朗扰动/有限时破产概率/一般风险模型/相依结构Key words
asymptotics/Brownian perturbation/finite-time ruin probability/general risk model/dependence structure分类
数理科学引用本文复制引用
毛砚竹,王开永..带布朗扰动风险模型的有限时破产概率渐近性[J].华中师范大学学报（自然科学版）,2019,55(4):487-490,4.基金项目
国家自然科学基金项目(11401418) （11401418）
苏州科技大学研究生科研创新计划项目(KYCX18_2547). （KYCX18_2547）
