【摘要】：本文考慮了兩類時間相依且?guī)С＠屎统Ｖ当ＹM收入率的更新風險模型的無限時絕對破產概率,其中索賠額及其到達時間間隔構成獨立同分布的隨機對列,以及每個隨機對遵循某種相依結構.基于此,當索賠額分布屬于R-∞∩S(γ),γ≥0分布族時,我們分別得到了兩類時間相依結構下的無限時絕對破產概率的漸近公式和漸近上界.
[Abstract]:In this paper, we consider the infinite absolute ruin probability of two classes of updated risk models with constant interest rate and constant premium income rate, where the claim amount and its interval of arrival constitute independent and identical random pairs. And each random pair follows a dependent structure. Based on this, when the distribution of claim amount belongs to R- 鈭，

本文編號：2421650