【摘要】：本文考慮了兩類時(shí)間相依且?guī)С＠屎统Ｖ当ＹM(fèi)收入率的更新風(fēng)險(xiǎn)模型的無限時(shí)絕對破產(chǎn)概率,其中索賠額及其到達(dá)時(shí)間間隔構(gòu)成獨(dú)立同分布的隨機(jī)對列,以及每個(gè)隨機(jī)對遵循某種相依結(jié)構(gòu).基于此,當(dāng)索賠額分布屬于R-∞∩S(γ),γ≥0分布族時(shí),我們分別得到了兩類時(shí)間相依結(jié)構(gòu)下的無限時(shí)絕對破產(chǎn)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