复合二项分布模型的破产概率及其渐近估计
복합이항분포모형적파산개솔급기점근고계
Ruin Probability and Asymptotic Estimate of a Compound Binomial Distribution Model
  • 万方数据
    江汉大学学报：自然科学版 강한대학학보：자연과학판
    Journal of Jianghan University:Natural Sciences
    2012年 3期 19-21 ,共3页

    许璐%赵闻达

    허로%조문체

    复合二项分布%最终破产概率%显式解%渐近估计 複閤二項分佈%最終破產概率%顯式解%漸近估計
    복합이항분포%최종파산개솔%현식해%점근고계
    compound binomial distribution%ultimate ruin probability%explicit expression%asymptotic estimate
    运用古典概率的有关知识，通过建立合适的数学模型导出了复合二项分布的破产概率的显式解，进而得到了它的渐近估计表达式。所得结论包含了有关文献的结果。
    운용고전개솔적유관지식，통과건립합괄적수학모형도출료복합이항분포적파산개솔적현식해，진이득도료타적점근고계표체식。소득결론포함료유관문헌적결과。
    The classical probability theory is used to derive solution of the ultimate ruin prob- ability in a compound binomial distribution model, and its asymptotic estimation is obtained. The conclusion has improved the result in related literature.
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