常利率下Erlang(2)风险模型的破产前盈余,破产时赤字及其联合分布
THE SURPLUS IMMEDIATELY BEFORE RUIN,THE DEFICIT AT RUIN AND THEIR JOINT DISTRIBUTION OF ERLANG(2) RISK MODEL UNDERCONSTENT INTEREST FORCE
摘要
本文主要研究常利率下的 Erlang(2 )风险模型的破产前瞬间盈余分布 ,破产时赤字分布 ,以及它们的联合分布 .
In this paper we mainly study the surplus immediately before ruin,the deflcit at ruin and their joint distribution of Erlang(2) risk model under constent interest foree.
出处
《经济数学》
2004年第2期102-111,共10页
Journal of Quantitative Economics
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