On the Ruin Probability for a Dependent Risk Model under the Heavy-Tailed

机译：重尾下相依风险模型的破产概率

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This paper introduced the insurance company light and heavy tail of debt risk model, with assumption is negatively associated relationship. Basing on the nature of and negatively associated sequences, this paper transform different types of dependency risk models to only one type, and derived the ruin probability of the model.

机译：本文介绍了保险公司的轻重尾债务风险模型，假设存在负相关关系。基于序列的性质和负相关序列，将不同类型的依赖风险模型转换为仅一种类型，并推导了该模型的破产概率。

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来源
《2010 First ACIS International Symposium on Cryptography and Network Security, Data Mining and Knowledge Discovery, E-Commerce Its Applications and Embedded Systems》|2010年|p.67-70|共4页
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作者
Yongmao Wang; Hanwu Shi; Suhong Liu; Fei Wu;
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正文语种
中图分类安全保密;计算机网络;
关键词
Negatively associated; heavy-tailed distribution; ruin probability;

机译：负相关;重尾分布;破产概率;

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1. Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims [J] . Yang Y., Wang K. Lithuanian mathematical journal . 2012,第1期

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3. Approximation for the Finite-Time Ruin Probability of a General Risk Model with Constant Interest Rate and Extended Negatively Dependent Heavy-Tailed Claims [J] . YangYang, XinMa, Jin-guanLin Mathematical Problems in Engineering: Theory, Methods and Applications . 2011,第6期

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4. On the Ruin Probability for a Dependent Risk Model under the Heavy-Tailed [C] . Yongmao Wang, Hanwu Shi, Suhong Liu, ACIS International Symposiums on Cryptography, and Network Security, Data Mining and Knowledge Discovery, E-Commerce and its Applications, and Embedded Systems . 2010

机译：关于重尾依赖风险模型的破产概率
5. Probabilities of Ruin in Economics and Insurance under Light- and Heavy-tailed Distributions. [D] . Kim, Hyeonju. 2015

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6. Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns [O] . Yinghua Dong, Dingcheng Wang -1

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7. Approximation for the Finite-Time Ruin Probability of a General Risk Model with Constant Interest Rate and Extended Negatively Dependent Heavy-Tailed Claims [O] . Yang Yang, Xin Ma, Jin-guan Lin 2011

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On the Ruin Probability for a Dependent Risk Model under the Heavy-Tailed

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