摘要
求出了古典风险模型中导致破产的索赔量的k阶矩,给出了破产发生时导致破产的索赔量的k阶矩与索赔量的k阶矩的关系,同时求出了它的上下界.
The higher moment of the amount of the claim causing ruin in the classical risk model is gained. The relationships of it and the higher moment of individual claim sizes are also discussed if ruin takes place in the classical risk model. The bounds of higher moment of the amount of the claim causing ruin in the classical risk model are also obtained.
出处
《集美大学学报（自然科学版）》
CAS
2009年第1期74-77,共4页
Journal of Jimei University：Natural Science
基金
福建省自然科学基金资助项目(Z0511040)
关键词
导致破产的索赔量
高阶矩
k阶平衡分布
the amount of the claim causing ruin
higher moment
equilibrium distribution
