更新方程與破產(chǎn)凈虧損額的矩的漸近性及局部漸近性.pdf

1、蘇州大學(xué)碩士學(xué)位論文更新方程與破產(chǎn)凈虧損額的矩的漸近性及局部漸近性姓名：崔召磊申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：概率論與數(shù)理統(tǒng)計(jì)指導(dǎo)教師：王岳寶20070401￡新方程與破產(chǎn)凈虧損額的矩的漸近性AbetractRenewalEquationsandAsymptoticsandLocalAsymptoticsofMomentsofDeficitatRuinAbtractTheresearchaboutthepropertiosofdeficitat

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3、hatistheasymptoticsofm0mentsUndertheassumptionthatthedistributionoftheClaimsizebelongstotheClasss(們，7≥0，Chenget礎(chǔ)(2002)[11學(xué)e‘tl”asymptoticsof≯momentofdeficitbythetransformtotheascendingladderheightprocessinthetheoryofrand

4、om_a皿where—isanonnegativefunctionsatisfyingcertainconditionsInthesecondchapterwewillgiveanewproofofthecorrepondingremllt8withtheuseoftherenewalequationthatis8importanttoolinrisktheoryandthismethodisdifferentfTomthepaper【

5、1】Insomeconditions，such蠲whenLundbergexponentexists，theasymptoticsofthesolutionstenewalequationsCallheobtained；RecenflyYinet以(2006)l≈andWangetd1(2006)131getstheasymptoticsofthesolutionstosomerenewalequationswithoutLundber

6、gexponentInthispaper，weinvestigatetheasymptoticsof西momentofdeficitalongtheirrouteInthethirdchapter，theasymptoticsoflocal毋momentwinbediscussed，inwhichthelocalnlinprobablitybecom∞aspedalcaseFortheCOilviencesofstudyingtheab

7、ovecontents，thispaperwillintroduceriskmodels，renewalequationsandsomeconceptsofcomDaondistributionsinthefirstchapterKeywords：renewalriskmodels，deficit，asymptotics，renewalequations，班momentWrittenbyCuiZhaoleiSupervisedbyPro