摘要
利用鞅论的方法得到了复合二项模型中盈余过程首次和末次到达一给定水平的时间的分布特征,并导出了几个概率等式,另外,也讨论了其它一些相关量的概率特征.
In compound binomial risk model, a martingale method is used to compute the distributions of the first and last time of the surplus process at a given level. As a byproduct a certain probabilistic identity is derived. Furthermore, the other probability laws relating to this risk model are determined based on the probabilities mentioned above.
出处
《数学的实践与认识》
CSCD
北大核心
2006年第11期1-5,共5页
Mathematics in Practice and Theory
基金
国家杰出青年科学基金(60125205)
