风险投资和大额索赔下有限时间破产概率  

Finite Time Ruin Probability with Risky Investment and Large Claims

作　　者：吴贤君[1] 

机构地区：[1]暨南大学统计学系,广州510632

出　　处：《科学技术与工程》2012年第12期2907-2911,共5页Science Technology and Engineering

摘　　要：考察了带风险投资的更新风险模型的有限时间破产概率。在索赔额分布属于L∩D族的场合下,该模型分析了大额个体索赔情形下保险公司破产概率的渐近行为,并得到了有限时间破产概率的渐近表达式。The finite time ruin probability of renewal risk model with risky investment and large claims were considered.In this model,when the claim size distribution belonged to L∩D,the asymptotic behavior of insurance company＇s ruin probability under large individual claims is analyzed and obtained the asymptotic formula of finite time ruin probability.

关 键 词：更新风险模型 L∩D族 有限时间破产概率 渐近表达式 

分 类 号：F840.4[经济管理—保险]