Ruin probability for Cox risk model with α-stable subordinator

摘要：

　　In this paper, we consider a Cox risk model with the intensity measure follows α-stable subordinator.It is shown that the survival probability satisfy certain renewal equation.Finally, the role of the adjustment coefficient is explained and numerical examples are given.

关键词： Cox risk model α-stable subordinator survival probability

作者: SONG Min CHEN Zheng ZHOU Tong

作者单位: School of Finance,Nankai University,P.R.China,300071

会议类型: 国际会议

会议名称: The 7th International Institute of Statistics & Management Engineering Symposium(IISMES2015) (第七届国际统计与管理工程学术研讨会)

会议地点: 山东 日照

会议语种:英文

页码: 790-793

在线出版日期: 2015-08-17（万方平台首次上网日期，不代表论文的发表时间）