摘要
应用概率论研究了常利率环境下双险种的离散时间风险模型的破产问题,得到了破产前盈余分布和破产持续时间分布的递推公式.
The applying probability theory discusses ＇about ruin prublems under the discrete time double risk model with constant interest. From the research, the recursion formulae of the distribution of the surplus immediately before ruin and of the distribution of the time in the red which describe the severity of ruin have been gotten.
出处
《吉首大学学报（自然科学版）》
CAS
2006年第4期1-4,12,共5页
Journal of Jishou University(Natural Sciences Edition)
基金
国家自然科学基金资助项目(10561009)
关键词
常利率
双险种
离散时间风险模型
破产前盈余分布
破产持续时间分布
constant interest
double risk
discrete time risk model
distribution of the surplus immediately before ruin
distribution of the time
