Large deviations for generalized compound Poisson risk models and its bankruptcy moments

来源 :中国科学A辑 | 被引量 : 0次 | 上传用户:scorpiokyan
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
We extend the classical compound Poisson risk model to the case where the premium income process, based on a Poisson process, is no longer a linear function.For this more realistic risk model, Lundberg type limiting results on the finite time ruin probabilities are derived. Asymptotic behaviour of the tail probabilities of the claim surplus process is also investigated.
其他文献
束流轨道对加速器的运行很重要,为了能准确的测量束流的位置,有必要对束流位置监视器(BPM)本身进行快速,准确的准直.介绍在BEPC上用束流作为基准来测量BPM的零点偏差(OFFSET)
A novel β-cyclodextrin derivative, L-cystine bridged bis(β-cyclodextrin) 1 has been synthesized and characterized by 1H NMR, 13C NMR, IR, Raman and combustion
Thin films of hydrogenated amorphous germanium (a-Ge:H) were prepared by radio frequency glow discharge deposition at various substrate temperatures. The hydrog
This paper proposes a video watermarking technology to hide copyright information by a slight modification of the motion vector in MPEG-2 video bitstream. In th
The paper introduces the -35 kV/200 kW high voltage power supply (HVPS) [1]which is specially used to test klystron units in LHCD [2] system. The new klystrons
以CdZnTe核探测器的工作原理为依据,探测器内反应的随机性和反应产生的电子空穴对数目的统计规律为物理模型,应用Visual C++自行编制了蒙特卡罗模拟软件.模拟了γ射线在CdZnT
近日,一段梅赛德斯-奔驰全新M级越野车的广告在网络上点击率飙升,费德勒驾驶着一辆梅赛德斯-奔驰ML350,从白雪皑皑的苏黎世闪到了酷热的美国红石谷,一路穿越大雨倾盆的卡梅尔
生命中总有那么一个夜晚,我们不是为了等待结束,而是为了永远铭记。3月28日夜,北京男篮力压“七冠王”广东男篮,赢得关键性的总决赛赛点,随后一举夺得队史上首座CBA冠军奖杯
The adhesion of soil to solid surface is a complicated interfacial reaction that relates to many factors. Quantitative descriptions of the forming procedures an
从素有“东方巴黎”的上海,到誉为“人间天堂”的苏州,整整一年过去了,东风悦达起亚K5迎来了华丽的转身,一年间,K5究竟经历了如何的变化?一场换“芯”行动,正在悄然而起。 F