帶常利率的有限時破產(chǎn)概率的漸近性.pdf

1、蘇州大學(xué)碩士學(xué)位論文帶常利率的有限時破產(chǎn)概率的漸近性姓名：孫紅申請學(xué)位級別：碩士專業(yè)：概率論與數(shù)理統(tǒng)計指導(dǎo)教師：王岳寶嚴(yán)繼高20100401AbstractAsymptoticsforthefinitetimeprobabilitywithaconstantrateAsymptoticsforthefinitetimeprobabilitywithaconstantrateAbstractItiswellknownthattherain

2、theoryisanimportantpartofrisktheoryInrecentyears，howtogiveinsurancgcompaniestheasymptoticbehaviorofruinprobabilityhasbecomeahotissueinrisktheoryalotofpapershavebeenpublishedontheasymptoticestimatesofruinprobabilityofinsu

3、rancecompanywhichisexposedtoastochasticeconomicenvironmentRuinprobabilityisdividedintofiniteandinfinitetimeruinprobabilitythisarticlewillstudytheasymptoticbehaviorofthefiniteruinprobabilitywithaconstantrateTheformerCanbe

4、furtherdividedintouniformandnonuniformasymptotic，here，wewillstudythenonuniformasymptoticInthisarea，Wang(2008)[19|hasgiventwomodelstherenewalriskmodelandthegeneralriskmodelRecentlyLieta1(2009)[22】hasstudiedtheasymptoticbe

5、havioroftheminprobabilitywithnegativelydependentclaimsandinter—arrivaltimesAllofpreviousstudiesallareunderthesamedistribution，thatistooidealInpractice，thedistributionoftheclaimsininsurancecompanyareoftendifferentT地paperw

6、illstudytheasymptoticbehaviorofruinprobabilityinawiderareawithdifferentdistributionsandnegativelydependentclaimsInthesecondchapter，firstlywewillextendthenegativelydependentclaimsunderthesamedistribution，andthenstudytheas