The finite-time ruin probability for ND claims with constant interest force

被引：2

作者：

Kong, Fanchao ^{[1
]}

Zong, Gaofeng ^{[1
]}

机构：

[1] Anhui Univ, Dept Math, Hefei 230039, Anhui, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 17期

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper established a simple asymptotic formula for the finite-time ruin probability of a nonstandard compound Poisson model in which the claims are negatively dependent (ND). (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：3000 / 3007

页数：8

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