摘要: 研究了一类离散时间保险风险模型,其中,保险风险和金融风险服从多元联合Sarmanov分布,并获得了破产概率的渐近形式.
陈 昱,高文雪. 带有Sarmanov相依结构正则变化尾的金融风险模型的破产概率[J]. 中国科学技术大学学报, 2015, 45(8): 627-632.
CHEN Yu, GAO Wenxue. Ruin probability of the Sarmanov structure among finance and insurance risks with regularly varying tails[J]. Journal of University of Science and Technology of China, 2015, 45(8): 627-632.