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)
作者单位
马妮娜,廖基定 南华大学 数理学院湖南 衡阳421001 
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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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