| 离散时间风险模型有限时间破产概率的一致估计 |
| |
| 引用本文： | 王志明,郭星星.离散时间风险模型有限时间破产概率的一致估计[J].武汉冶金科技大学学报,2012(2):148-151. |
| |
| 作者姓名： | 王志明 郭星星 |
| |
| 作者单位： | [1]武汉科技大学冶金工业过程系统科学湖北省重点实验室,湖北武汉430065 [2]武汉科技大学理学院,湖北武汉430065 |
| |
| 基金项目： | 国家自然科学基金资助项目（60904060）. |
| |
| 摘 要： | 研究净损失是二元上尾独立同分布，并且分布函数是D∩L类的离散时间风险模型，得到离散时间风险模型有限时间破产概率的一致估计。
|
| 关 键 词： | 二元上尾独立 破产概率 一致估计 |
Uniform estimate on finite time ruin probabilities in a discrete time risk model |
| |
| Authors: | Wang Zhiming Guo Xingxing |
| |
| Affiliation: | Hubei Province Key Laboatory of Systems Science in Metallurgical Process, Wuhan University of Science and Technology, Wuhan 430065, China 2. College of Science, Wuhan University of Science and Technology, Wuhan 430065, China) |
| |
| Abstract: | In this paper we study discrete time risk model in which the net losses are bivariate upper- tail independent with identically distributed random variables having a common distribution in class D ∩ L. And we obtain the uniform ,estimation of the ruin probability within a finite time horizon in a dis- crete time risk model. |
| |
| Keywords: | bivariate upper-tail inctependent ruin probability uniform estimate |
| 本文献已被 维普 等数据库收录！ |
