时间相依更新风险模型中无限时绝对破产概率的渐近性
发布时间：2019-02-13 14:32
【摘要】：本文考虑了两类时间相依且带常利率和常值保费收入率的更新风险模型的无限时绝对破产概率,其中索赔额及其到达时间间隔构成独立同分布的随机对列,以及每个随机对遵循某种相依结构.基于此,当索赔额分布属于R-∞∩S(γ),γ≥0分布族时,我们分别得到了两类时间相依结构下的无限时绝对破产概率的渐近公式和渐近上界.
[Abstract]:In this paper, we consider the infinite absolute ruin probability of two classes of updated risk models with constant interest rate and constant premium income rate, where the claim amount and its interval of arrival constitute independent and identical random pairs. And each random pair follows a dependent structure. Based on this, when the distribution of claim amount belongs to R- 鈭，
本文编号：2421650
[Abstract]:In this paper, we consider the infinite absolute ruin probability of two classes of updated risk models with constant interest rate and constant premium income rate, where the claim amount and its interval of arrival constitute independent and identical random pairs. And each random pair follows a dependent structure. Based on this, when the distribution of claim amount belongs to R- 鈭，
本文编号：2421650
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