A Distribution of Extreme Value for a Compound Binomial Risk Model under Rates with Autoregressive Structure of Order 2

摘要：

In this paper, we consider a compound binomial risk model under Rates with autoregressive structure of order 2; derive the distribution of the maximum surplus before the ruin and the integral equation satisfied by the distribution.

关键词： ccompound binomial risk model rates with autoregressive structure of order 2 the distribution of the maximum surplus before the ruin the integral equation

作者: LI Chunping HAO Huibing

作者单位: Department of Mathematics, Xiaogan University, Xiaogan, Hubei, P.R.China, 432100

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 618-621

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）