摘要
由于经典模型的局限性,本文讨论了带随机投资收益的多险种风险过程,给出了破产概率的简单表达式.
There is a limitation to the classical risk with a stochastic return, we present the expression process ,in this paper we discuss multiple line risk process for the ruin probability.
出处
《数学理论与应用》
2006年第4期48-50,共3页
Mathematical Theory and Applications
基金
国家自然科学基金资助(No.10371133)
关键词
破产概率
随机投资收益
多险种
ruin probability stochastic return on investments multiple line risk
