论文标题
离散时间风险模型中废墟概率的近似
Approximations of the ruin probability in a discrete time risk model
论文作者
论文摘要
基于Pollaczeck-khinchine公式的离散版本，当索赔遵循负二项式混合物分布时，提供了一种计算Gerber-Dickson风险模型中最终破坏概率的一般方法。然后将其扩展为具有混合泊松分布的索赔。获得的公式允许进行一些近似程序。提供了几个示例以及近似值准确性的数值证据。
Based on a discrete version of the Pollaczeck-Khinchine formula, a general method to calculate the ultimate ruin probability in the Gerber-Dickson risk model is provided when claims follow a negative binomial mixture distribution. The result is then extended for claims with a mixed Poisson distribution. The formula obtained allows for some approximation procedures. Several examples are provided along with the numerical evidence of the accuracy of the approximations.
