论文标题
复合续订过程的固定概率水平的近似
Approximation of the fixed-probability level for a compound renewal process
论文作者
论文摘要
在处理具有通常分布的跳跃大小和恢复间隔的复合续订过程时，我们专注于固定概率级别的近似值，这是倒数级别交叉问题的核心。我们正在开发[15] - [17]中提出的一种分析技术，并基于肯德尔的身份。这在直接级别交叉问题中产生（见[18]）逆高斯近似。这些问题在风险理论中非常重要。
Dealing with compound renewal process with generally distributed jump sizes and inter-renewal intervals, we focus on the approximation for the fixed-probability level, which is the core of inverse level crossing problem. We are developing an analytical technique presented in [15]-[17] and based on Kendall's identity; this yields (see [18]) inverse Gaussian approximation in the direct level crossing problem. These issues are of great importance in risk theory.
