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| 非平稳到达的非标准风险模型的破产概率 |
| Ruin Probabilities with Non-Stationary Arrivals for the Non-Standard Risk Model |
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| DOI： |
| 中文关键词: 风险模型 破产概率 ERV 非平稳过程 负相依 |
| 英文关键词: Risk model Ruin probability ERV Non-stationary processes negative dependent |
| 基金项目: |
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| 摘要点击次数: 4676 |
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| 中文摘要: |
| 考虑一种非标准风险模型，模型中假设风险过程是非平稳到达的，在负相依场合下，当索赔次数满足大偏差原理时，获得了索赔额分布服从ERV下有限水平和无限水平的破产概率渐进表达式。 |
| 英文摘要: |
| This paper considered a non -standard risk model , in which it was assumed that claims are negative dependent and the risk processes is non -stationary arrival .We obtain the asymptotic expression of claims that obeys ruin probability in finite level and infinite level under ERV distributions when claim satisfies the large deviation principle . |
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