摘要
讨论二阶相依的利率模型,引入两类离散的一般化风险模型并对两类模型的破产概率的上界和Lundberg上界进行了比较.
This paper discusses two ranks mutually interest rate model, and leads into two kinds of disperse generalized risk models, and then carries on the comparison to two kinds of model bankrupt probability upper boundary and the Lundberg upper boundary.
出处
《邵阳学院学报(自然科学版)》
2008年第3期10-13,共4页
Journal of Shaoyang University:Natural Science Edition
关键词
破产概率
相依利率
风险模型
上界
Bankrupt probability
mutually interest rate
risk model
upper boundary