Probabilities of ruin when the safety loading tends to zero
Probabilities of ruin when the safety loading tends to zero
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安全载荷趋于零时的毁坏概率
DOI：
10.1239/aap/1013540249
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发表时间：
2000
影响因子：
1.2
通讯作者：
V. Malinovskii
中科院分区：
文献类型：
--
作者：
V. Malinovskii
当保险费率在整个观察期间为正绝对常数且保险业务的安全负荷为正时，集体风险理论的经典结果认为，随着初始风险准备金u的增加，最终破产概率ψ（u）和有限时间内破产概率ψ（t，u）随着e u（常数>0）而减小。当保险费率依赖于u时，当u→∞时，安全负荷降为零，本文建立了降速较慢的一致逼近.
When the premium rate is a positive absolute constant throughout the time period of observation and the safety loading of the insurance business is positive, a classical result of collective risk theory claims that probabilities of ultimate ruin ψ(u) and of ruin within finite time ψ(t,u) decrease as eϰu with a constant ϰ>0, as the initial risk reserve u increases. This paper establishes uniform approximations to ψ(t,u) with slower rates of decrease when the premium rate depends on u in such a way that the safety loading decreases to zero as u→∞.