研究净损失是二元上尾独立同分布,并且分布函数是D∩L类的离散时间风险模型,得到离散时间风险模型有限时间破产概率的一致估计。
In this paper we study discrete time risk model in which the net losses are bivariate upper- tail independent with identically distributed random variables having a common distribution in class D ∩ L. And we obtain the uniform ,estimation of the ruin probability within a finite time horizon in a dis- crete time risk model.