| 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） |
|
| 摘要点击次数: 924 |
| 全文下载次数: 1153 |
| 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. |
| 查看全文 查看/发表评论 下载PDF阅读器 |
| 关闭 |