|
| 一类索赔相依二元风险模型下第n次索赔时的破产概率研究 |
| The Probability of Ruin at the nth Claim with Correlative Claim in Dual Risk Modle |
| |
| DOI： |
| 中文关键词: 二元风险模型 索赔次数 Laplace变换 破产概率 |
| 英文关键词: dual risk modle the number of claims Laplace transform ruin probability |
| 基金项目:国家自然科学基金项目，安徽省重点教研项目 |
|
| 摘要点击次数: 7182 |
| 全文下载次数: 4243 |
| 中文摘要: |
| 在一类索赔相依二元风险模型下推导出了Gerber-Shiu函数满足的更新方程,以及破产时刻和直到破产时刻的索赔次数的联合密度函数,得到了第n次索赔时的破产概率的表达式. |
| 英文摘要: |
| For the dual risk model for correlative claim,we derive the renewal equation of the Gerber-Shiu function by constructing a peculiar Gerber-Shiu function,obtain the joint probability density function of the time to ruin and the number of claims until ruin,and find the formula of ruin probability when riun occurs at the time of the nthclaim. |
|
查看全文
查看/发表评论 下载PDF阅读器 |
| 关闭 |