重尾分布下常利率风险模型破产概率的研究进展  

Research Progress on Ruin Probabilities in the Risk Model with Constant Interest Force

作　　者：乔克林[1] 张宁[1] 高渊[1] 

机构地区：[1]延安大学数学与计算机科学学院,陕西延安716000

出　　处：《延安大学学报（自然科学版）》2015年第1期9-13,共5页Journal of Yan'an University：Natural Science Edition

基　　金：陕西省教育厅自然科学基金(2013JK0576)

摘　　要：在重尾分布的条件下,对带常利息力风险模型的破产概率的最新研究进展进行综述。首先,简要介绍经典风险模型及其主要研究成果;其次,重点介绍重尾分布下所建立的带常利息力风险模型的研究成果;最后,对重尾分布在保险实业中的应用前景进行进一步的展望。This article aims at summarizing the development of research on ruin Probabilities in the risk model with constant force of interest in the heavy- tailed distribution. At first,we introduce the classical risk model and its main research results; Then,we mainly introduce research achievements established under constant force of interest in the risk model of heavy- tailed distribution; At last,further the application prospect of heavy- tailed distributions in insurance industry in China is addressed.

关 键 词：破产概率 常利息力 重尾分布 更新风险模型 

分 类 号：O211.9[理学—概率论与数理统计]