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 minimum surplus before the ruin and the integral equation satisfied by the distribution.

关键词： compound binomial risk model Rates with autoregressive structure of order 2 the distribution of the minimum surplus before the ruin the integral equation.

作者: Hao Huibing Li Chunping

作者单位: Department of Mathematics, Xiaogan University, Hubei xiaogan 432100, China

会议类型: 国际会议

会议名称: 2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

会议地点: 南京

会议语种:英文

页码: 272-275

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）