带干扰风险模型下的破产概率双边界的估计
The Estimates of Bounds on Ruin Probabilities under Perturbed Risk Models
-
摘要: 作者用Wald鞅方法对带干扰风险模型下的破产概率进行了研究,基于不同的寿命分布族分别得到了破产概率的上下界,并将其与前人的结果进行了比较.Abstract: Bounds on the probabilities for risk processes perturbed by diffusion are considered. Using a generalization of Wald's fundamental identity, we derive upper and lower bounds in terms of some life distributions respectively. Examples on how to use these bounds are given,and comparision of our bounds with other's are considered.
点击查看大图
计量
- 文章访问数: 2608
- HTML全文浏览量: 8
- PDF下载量: 254
- 被引次数: 0