Generalized Lundberg-type upper bounds for ruin probability in an autoregressive model

机译：自回归模型中破产概率的广义Lundberg型上限

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摘要

This paper investigates the ruin probability of a generalized renewal risk model with a constant interest rate, in which dependent claims are assumed to have an autoregressive structure. Generalized Lundberg-type upper bounds for the ruin probability are derived by the inductive approach.

机译：本文研究了具有恒定利率的广义更新风险模型的破产概率，在该模型中，从属索赔具有自回归结构。归纳法得出了破产概率的广义Lundberg型上限。

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《2010 International Conference on Computer Application and System Modeling》|2010年|p.V5-650-V5-652|共3页
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Jiangyan Peng; Jin Huang;
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中图分类自动化技术、计算机技术;
关键词
Autoregressive model; Constant interest rate; Lundberg-type upper bound; Renewal model; Ruin probability;

机译：自回归模型;恒定利率; Lundberg型上限;更新模型;破产概率;

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1. Upper bounds for ruin probability in a generalized risk process under rates of interest with homogenous Markov chain claims and homogenous Markov chain premiums [J] . Phung Duy Quang Applied mathematical sciences . 2014,第29期

机译：具有均等马尔可夫链索赔和均等马尔可夫链保费的利率下的广义风险过程中破产概率的上限
2. Upper Bounds for Ruin Probability in a Generalized Risk Process under Rates of Interest with Homogenous Markov Chain Claims and Homogenous Markov Chain Interests [J] . Phung Duy Quang American Journal of Mathematics and Statistics . 2014,第1期

机译：具有均质马尔可夫链索赔和均质马尔可夫链利率的利率下广义风险过程中破产概率的上限
3. Upper Bounds for Ruin Probability in a Generalized Risk Process under Rates of Interest with Homogenous Markov Chain Claims [J] . Phung Duy Quang Asian Journal of Mathematics & Statistics . 2014,第1期

机译：利率同质Markov链索赔在广义风险过程中破产概率的上界
4. Generalized Lundberg-type upper bounds for ruin probability in an autoregressive model [C] . Jiangyan Peng, Jin Huang 2010 International Conference on Computer Application and System Modeling . 2010

机译：自回归模型中破产概率的广义Lundberg型上限
5. Computer modeling of complex metal forming processes using the upper bound elemental technique (UBET) and modified upper bound elemental technique (MUBET). [D] . Al-Mohaileb, Mazyad M. 2004

机译：使用上限元素技术（UBET）和改进的上限元素技术（MUBET）对复杂的金属成型过程进行计算机建模。
6. Assessment of autoregressive integrated moving average (ARIMA), generalized linear autoregressive moving average (GLARMA), and random forest (RF) time series regression models for predicting influenza A virus frequency in swine in Ontario, Canada [O] . Tatiana Petukhova, Davor Ojkic, Beverly McEwen, 2012

机译：评估加拿大安大略省猪甲型流感病毒频率的自回归综合移动平均值（ARIMA），广义线性自回归移动平均值（GLARMA）和随机森林（RF）时间序列回归模型
7. Upper bounds for ruin probability under time series models [O] . Chan GKC, Yang H 2006

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Generalized Lundberg-type upper bounds for ruin probability in an autoregressive model

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