马妮娜,廖基定.重尾索赔下二项风险模型破产概率局部渐近估计[J].南华大学学报(自然科学版),2011,25(1):67~69.[MA Ni-na,LIAO Ji-ding.Local Asymptotic Evaluation of the Compound Binomial Risk Models in Heavy-tailed Claims[J].Journal of University of South China(Science and Technology),2011,25(1):67~69.] |
重尾索赔下二项风险模型破产概率局部渐近估计 |
Local Asymptotic Evaluation of the Compound Binomial Risk Models in Heavy-tailed Claims |
投稿时间:2010-11-28 |
DOI: |
中文关键词: 风险模型 重尾索赔 破产概率 |
英文关键词:risk model heavy-tailed claim ruin probability |
基金项目:湖南省科技厅软科学基金资助课题(2010ZK3052) |
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中文摘要: |
本文对复合二项风险模型作进一步的研究,给出了在重尾索赔下二项风险模型破产概率局部渐近估计. |
英文摘要: |
In this paper,the further investigation into the compound binomial risk models have been done,we obtained its local asymptotic evaluation of the compound binomial risk models in heavy-tailed claims. |
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