【摘要】 考虑一个连续时间的风险模型,其中索赔时间间隔服从Erlang(n)分布,而且风险过程的调节系数不存在,本文给出了破产概率的渐近估计.更多还原

【Abstract】 In this paper,we investigate the asymptotic behaviour of the probability of bankruptcy in a Sparre Andersen risk model in which claim inter-arrival times have an Erlang(n) distribution when the adjustment coefficient of the individual claim size distribution does not exist.更多还原