The finite time ruin probability for NA claims with constant interest force

摘要：

In this paper, we establish a simple asymptotic formula for the finite time ruin probability of a nonstandard compound Poisson model in which the claims are negatively associated (NA).

关键词： Finite time ruin probability heavy tails negatively associated constant interest force

作者: Zhang Mingli

作者单位: Department of Mathematics, Shandong Jianzhu University

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）