| 导致破产的索赔量的矩 |
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| 引用本文： | 蔡南莲.导致破产的索赔量的矩[J].厦门水产学院学报,2009(1):74-77. |
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| 作者姓名： | 蔡南莲 |
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| 作者单位： | 集美大学理学院,福建厦门361021 |
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| 基金项目： | 福建省自然科学基金资助项目（Z0511040） |
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| 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．
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| 关 键 词： | 导致破产的索赔量 高阶矩 k阶平衡分布 |
Moment of the Amount of the Claim Causing Ruin |
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| Authors: | CAI Nan-lian |
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| Institution: | CAI Nan-lian (School of Sciences, Jimei University, Xiamen 361021, China) |
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| Abstract: | 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. |
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| Keywords: | the amount of the claim causing ruin higher moment equilibrium distribution |
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