Copula相依下的二维风险模型生存概率  

Survival Probability of Two-dimensional Risk Model with Copula Dependence

作　　者：钱晓涛 QIAN Xiaotao(Department of Basic Teaching and Research,Yango University,Fuzhou 350015,China)

机构地区：[1]阳光学院基础教研部,福建福州350015

出　　处：《中央民族大学学报（自然科学版）》2020年第3期36-38,共3页Journal of Minzu University of China(Natural Sciences Edition)

基　　金：国家自然科学基金(11871152);福建省中青年教师教育科研项目(JAT170893)。

摘　　要：本文研究了一类索赔额为Copula相依的复合Poisson-Geometric二维风险模型,得到了该模型的生存概率满足的偏微分方程。In this paper,we study a class of two-dimensional compound Poisson-Geometric risk model described by Copula function which depend on the claim amounts. and obtain the partial differential equation for survival probability of the risk model.

关 键 词：复合POISSON-GEOMETRIC过程 COPULA函数 生存概率 

分 类 号：O211.6[理学—概率论与数理统计]