摘要
本文研究了在随机环境下风险模型的破产问题。利用递归方法,获得了破产前盈余的分布和描述破产严重性的预警区的分布,推广了已有结果.
In this paper, we discuss ruin problems under the risk model in a stochastic economic environment. We derive the expression of the distribution of the surplus immediately before ruin and the distribution of the time in the red, which describe the severity of ruin.
出处
《数学杂志》
CSCD
北大核心
2009年第3期293-296,共4页
Journal of Mathematics
关键词
破产时
破产前盈余
预警区
ruin time
surplus immediately before ruin
time in the red
