ASYMPTOTIC THEORY FOR A RISK PROCESS WITH A HIGH DIVIDEND BARRIER  

作　　者：Zong Zhaojun Hu Feng 

机构地区：[1]Dept. of Math., Qufu Normal Univ., Qufu 273165,China

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2007年第3期253-258,共6页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the NNSF of China(10471076);the Science Foundation of Qufu Normal University.

摘　　要：A modified classical model with a dividend barrier is considered. It is shown that there is a simple approximation formula for the time of ruin when the level of dividend barrier is high and the claim sizes have a distribution that belongs to S（γ） with γ 〉0.A modified classical model with a dividend barrier is considered. It is shown that there is a simple approximation formula for the time of ruin when the level of dividend barrier is high and the claim sizes have a distribution that belongs to S（γ） with γ 〉0.

关 键 词：asymptotic theory time of ruin dividend barrier. 

分 类 号：O175[理学—数学]