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,破产持续时间分布的递推公式.
Applying the probability theory, the paper discusses ruin problems in the double - risk model of discrete time with a constant interest rate, and obtains the distribution of the surplus before the ruin and the recursion formulae of the sustained ruin time.
出处
《云南民族大学学报（自然科学版）》
CAS
2009年第3期218-222,共5页
Journal of Yunnan Minzu University:Natural Sciences Edition
关键词
常利率
离散时间双险种风险模型
破产前盈余分布
破产持续时间分布
constant interest
double - risk model of discrete time
distribution of the surplus before the ruin
distribution of the sustained ruin time
