Asymptotic Behavior on Cox Risk Process Perturbed by Diffusion  

带干扰Cox模型的渐近性质(英文)

作　　者：王慧丽 史忠科 任志平 

机构地区：[1]School of Automation,Northwestern Polytechnical University [2]School of Electronic Engineering,Xi'an Shiyou University

出　　处：《Chinese Quarterly Journal of Mathematics》2009年第3期325-332,共8页数学季刊（英文版）

基　　金：Supported by the National High Technology Research and Development Program of China(863 Program)(2007AA06Z217);Supported by the CNPC Innovation Foundation(07E1013);supported by the Doctorate Foundation of Northwestern Polytechnical University(cx200912)

摘　　要：In this paper, the asymptotic behavior on the Cox risk model perturbed by diffusion is studied. The sufficient and necessary conditions for the process when it weakly convergence to Normal distribution and th.e rate of weakly convergence are received. Finally discuses the exponential upper bound for ruin probability of this risk model.

关 键 词：Cox process weakly compact at infinity weak convergence convergence rate 

分 类 号：F840[经济管理—保险] V412.41[航空宇航科学与技术—航空宇航推进理论与工程]