苏州科技大学学报（自然科学版）2022，Vol.39Issue(3)：18-24,7.DOI:10.12084/j.issn.2096-3289.2022.03.004
上尾渐近独立重尾索赔风险模型的有限时间破产概率的一致渐近性
Uniform asymptotics of the finite-time ruin probability of risk model with upper tail asymptotically independent and heavy-tailed claims
摘要
Abstract
This paper discussed a nonstandard risk model with a constant interest rate and a dependence structure ,in which the claim sizes formed an upper tail asymptotic independence structure and their claim arrival process was a gener-al counting process. When the distributions of the claim sizes came to a heavy-tailed distribution class ,we obtained the uniform asymptotic formula of the finite-time ruin probability of this nonstandard risk model using the probability limit and the weighted sums.关键词
一致渐近/有限时间破产概率/常利率/上尾渐近独立Key words
uniform asymptotics/finite-time ruin probability/constant interest rate/upper tail asymptotic independence分类
数理科学引用本文复制引用
马皓杰,王开永..上尾渐近独立重尾索赔风险模型的有限时间破产概率的一致渐近性[J].苏州科技大学学报（自然科学版）,2022,39(3):18-24,7.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 （）
