[1] Seal H L.Numerical calculation of the probability of ruin in the Poisson／Exponential case[J].Mitteilangen der Vereinigung Schmeicerischer Versichrungs Mathematiker,1972,7277－100.
［2］ Ramsay C M.On an integral equation for discounted compound annuity distributions[J].ASTIN Bulletion,1989,19192－198.
［3］ 成世学,伍彪.完全离散的经典风险模型[J].运筹学学报,1998 (3)42－54.
［4］ Shiu E S W.The probability of eventual ruin in the compound binomial model[J].ASTIN Bulletin,1989, 19179－190.
［5］ Gerber H U.Mathematical fun with the compound binomial process[J].ASTIN Bulletin,1988,18161－168.
［6］ 成世学,朱仁栋.完全离散的经典风险模型中的渐近解和勒贝格型不等式[J].数学学报,2001,16(3)348－358.
［7］ Wang G H,Zhao J E,Long Y,et al.Ruin probability of a double compound binomial risk model[J].Journal of Yunnan University of Nationalities,2010,19(7)278－281.
［8］ 许璐.索赔额服从几何分布的破产概率及渐近估计[J].高等数学通报,2001(1)28－30.
［9］ Xu L,Wang Y.The probability of ruin and approachable estimate in χ2 distribution model[C].2011 International Symposium on Statistics ＆ Management Science, September 23－25, Chongqing, China.
［10］ 许璐,许绍元.索赔总额服从 Gamma 分布的破产概率及渐近估计[J].海南大学学报自然科学版,2010(3)193－196.
［11］ 龚日朝,杨向群.完全离散二项风险模型下有限时间内的生存概率[J].应用概率统计,2001(4)431-436.
［12］ Gerber H U.Mathematical fun with risk theory[J].InsuranceMathematics and Economic,1988(7)15－23.
［13］ Gerber H U.On the probability and severity of ruin[J].ASTIN Bulletion,1988,17152－160.
［14］ Francois D,Gerber H U,Shiu S W.Risk theory with the gamma process[J].ASTIN Bulletion,1989,21178－191.
［15］ Gerber H U,Cummins J D.An introduction to mathematics risk theory[M]// Huebner S S.Foundation for in surance education wharton school, university of pennsylvania,1979.江汉大学学报(自然科学版)第40卷 第3期2012年6月江汉大学学报(自然科学版)J.Jianghan Univ.(Nat.Sci.Ed.) |
