索赔额是常数值时的破产概率

The Ruin Probability That the Claim Volume Is Constant

主要讨论索赔额是常数时的破产概率.其中最有意思的是所有的索赔额是常数2时的情形,而且对破产时刻的定义有所不同,将对破产时刻T1=inf{nK≥1:U(n)≤0}时的情形的定义加以讨论.对初始准备金U(0)=0时的情形给出破产时的概率和破产时需要的平均索赔次数.

This artcle mainly discusses the case that all claims are constant 2. As for the T=inf{n≥1： U（n）≤0} definition of bankrupt time, we get bankrupt probability ψ（u,k）,which contains the number of claim. Meanwhile we get the mean number of claims M（u） when the bankrupt occurs in the case of Initial reserve fund U（0）=0.