S(γ)族索赔下经典风险模型的破产概率严重性分析An Analysis of Severity of Ruin Probability in Classical Risk Model with S(γ) Claims
杨海忠
摘要(Abstract)：
在索赔分布属于S(γ)族的条件下,得到关于经典风险模型中与破产概率ψ(x)相关的几个渐近表达式,并运用所得结论得到了ψ(x)的渐近区间估计.
关键词(KeyWords)： 经典风险模型;S(γ)族;破产概率
基金项目(Foundation): 国家统计局科研项目(2007LY064);; 西安统计研究院科研基金资助项目(07JD16)
作者(Author): 杨海忠
DOI: 10.16393/j.cnki.37-1436/z.2009.02.020
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