离散时多元风险模型的破产概率(英文)  

THE PROBABILITY OF RUIN WITH FINITE HORIZON IN A DISCRETE-TIME MULTI-RISK MODEL

作　　者：华志强[1] 杨少华[2] 

机构地区：[1]内蒙古民族大学数学学院,内蒙古通辽028043 [2]阜阳师范学院数学与计算科学学院,安徽阜阳236037

出　　处：《数学杂志》2014年第2期272-280,共9页Journal of Mathematics

基　　金：Supported by the Natural Science Fund of Inner Mongolia University for the Nationalities(NMD1227);the Natural Science Foundation of the Inner Mongolia Autonomous Region(2013MS0101);the Anhui Natural Science Fund for Institutions of Higher Education(KJ2010B431);the Construction Fund for National Feature Specialty(TS11496)

摘　　要：本文研究了离散时多元风险模型的破产概率问题.利用经典大偏差的方法,获得了有限水平的破产概率,推广了离散时一元风险模型的相应结论.This paper investigates the probability of ruin for the discrete-time multi-risk model. By using the classical method of large deviation, we obtain the ruin probability within finite horizon, which extends the corresponding results of the discrete-time unit-risk model.

关 键 词：破产概率 大偏差 离散时多元风险模型 

分 类 号：O213[理学—概率论与数理统计]