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| 摘要: |
| 本文研究了离散时多元风险模型的破产概率问题. 利用经典大偏差的方法, 获得了有限水平的破产概率, 推广了离散时一元风险模型的相应结论. |
| 关键词: 破产概率 大偏差 离散时多元风险模型 |
| DOI： |
| 分类号:O213 |
| 基金项目:Supported by the Natural Science Fund of Inner Mongolia University for the Nationalities (NMD1227), the Natural Science Foundation of the Inner Mongolia Autonomous Region (2013MS0101), the Anhui Natural Science Fund for Institutions of Higher Education (KJ2010B431), the Construction Fund for National Feature Specialty(TS11496) |
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| THE PROBABILITY OF RUIN WITH FINITE HORIZON IN A DISCRETE-TIME MULTI-RISK MODEL |
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HUA Zhi-qiang,YANG Shao-hua
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| Abstract: |
| This paper investigates the probability of ruin for the discrete-time multi-risk model. By using the classical method of large deviation, we obtain the ruin probability within finite horizon, which extends the corresponding results of the discrete-time unit-risk model. |
| Key words: ruin probability large deviation discrete-time multi-risk model |
