终极破产概率的双边界

Two-sided Bounds of the Ultimate Ruin Probability

  • 摘要: 本文对一类理赔额分布给出了Andersen风险过程终极破产概率的上、下界,并考查了理赔分布的平衡分布是NBU和NWU的破产概率的情况。

     

    Abstract: Two-sided bounds of the ultimate ruin probability under the S. Anderson’s risk model are given for some claimdistributions. The ruin probabilities are researched when the equilibrium distributions of the claim distributionsare in the NBU and NWU distribution class.

     

/

返回文章
返回