重尾赔付下带常数利息力的延迟索赔风险模型的破产概率  

The ruin probability for a delayed-claims risk model with constant interest force under heavily-tailed claims

作　　者：肖鸿民[1] 李红[1] 

机构地区：[1]西北师范大学数学与信息科学学院,甘肃兰州730070

出　　处：《西北师范大学学报（自然科学版）》2011年第6期17-19,29,共4页Journal of Northwest Normal University(Natural Science)

基　　金：国家自然科学基金资助项目(1086108771061012);甘肃省高等学校研究生导师科研项目(1001-10)

摘　　要：研究一类带常数利息力的延迟索赔风险模型.假设主索赔来到过程为Poisson过程,主索赔额以及延迟索赔额都属于重尾分布族S时,得到了有限时间破产概率的渐近等价表达,推广了单一索赔风险模型的相应结论.A risk model for a delay-claims with constant interest force is considered in this paper.Under the assumptions that the main claim process is a Poisson process,the main and delayed-claims belong to heavily-tailed distributions,an asymptotical equality expression of the finite time ruin probability is obtained.This result generalizes the corresponding consequence of the single claim model.

关 键 词：延迟索赔风险模型 常数利息力 破产概率 S族 渐近表达式 

分 类 号：O211.6[理学—概率论与数理统计]