带干扰Cox模型的渐近性质

数学季刊 ›› 2009, Vol. 24 ›› Issue (3): 325-332.

带干扰Cox模型的渐近性质

1. School of Automation, Northwestern Polytechnical University2. School of Electronic Engineering, Xi'an Shiyou University

收稿日期:2006-10-11 出版日期:2009-09-30 发布日期:2023-06-26
作者简介:WANG Hui-li(1980- ), female, native of Yongji, Shanxi, Ph.D., engages in traffic and transportation engineering.
基金资助:
Supported by the National High Technology Research and Development Program of China(863 Program)(2007AA06Z217)； Supported by the CNPC Innovation Foundation(07E1013)； supported by the Doctorate Foundation of Northwestern Polytechnical University(cx200912)；

Asymptotic Behavior on Cox Risk Process Perturbed by Diffusion

1. School of Automation, Northwestern Polytechnical University2. School of Electronic Engineering, Xi'an Shiyou University

Received:2006-10-11 Online:2009-09-30 Published:2023-06-26
About author:WANG Hui-li(1980- ), female, native of Yongji, Shanxi, Ph.D., engages in traffic and transportation engineering.
Supported by:
Supported by the National High Technology Research and Development Program of China(863 Program)(2007AA06Z217)； Supported by the CNPC Innovation Foundation(07E1013)； supported by the Doctorate Foundation of Northwestern Polytechnical University(cx200912)；

摘要/Abstract

摘要： In this paper, the asymptotic behavior on the Cox risk model perturbed by diffusion is studied. The sufficient and necessary conditions for the process when it weakly convergence to Normal distribution and the rate of weakly convergence are received. Finally discuses the exponential upper bound for ruin probability of this risk model.

关键词: Cox process, weakly compact at infinity, weak convergence, convergence rate

Abstract: In this paper, the asymptotic behavior on the Cox risk model perturbed by diffusion is studied. The sufficient and necessary conditions for the process when it weakly convergence to Normal distribution and the rate of weakly convergence are received. Finally discuses the exponential upper bound for ruin probability of this risk model.

Key words: Cox process, weakly compact at infinity, weak convergence, convergence rate

中图分类号:

O211.6

王慧丽, 史忠科, 任志平. 带干扰Cox模型的渐近性质[J]. 数学季刊, 2009, 24(3): 325-332.

WANG Hui-li, SHI Zhong-ke, REN Zhi-ping. Asymptotic Behavior on Cox Risk Process Perturbed by Diffusion [J]. Chinese Quarterly Journal of Mathematics, 2009, 24(3): 325-332.

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