二项风险模型中破产概率上界的估计  

Estimation of upper bound for ruin probability in the binomial risk model

作　　者：田有功[1] 

机构地区：[1]兰州商学院信息工程学院,甘肃兰州730020

出　　处：《宝鸡文理学院学报（自然科学版）》2012年第4期21-23,共3页Journal of Baoji University of Arts and Sciences(Natural Science Edition)

摘　　要：目的对二项风险模型中的破产概率的指数上界进行了有效估计。方法主要运用离散的5阶凸随机序的极值分布的理论。结果在离散的5阶凸随机序意义下,获得了破产概率的指数上界的估计。结论模拟结果非常接近精确的指数上界。Aim To effectively estimate the exponential upper bound of ruin probability in the bi- nomial risk model. Method The extremal theory of the discrete 5-convex stochastic order was mainly used for the abovementioned aim. Result The estimation of the exponential upper bound of ruin probability in the sense of discrete 5-convex was obtained. Conclusion Simulation results were very close to the accurate exponential upper bound.

关 键 词：5阶凸随机序 极值分布 破产概率 Lundberg调整系数 

分 类 号：O211.6[理学—概率论与数理统计]