摘要
本文研究了索赔额和索赔时间间隔相依的风险模型,得到了生存概率的表达式和最终破产概率表达式,并通过生存概率满足的积分微分方程求出了最终破产概率的Laplace-Stieltjes变换.
In this paper, we consider a risk model where the claim size and the time between two claims are independent. An explicit expression for survival probability and ultimate ruin probability is obtained. And the Lapiace-Stieltjes transform for the ultimate ruin probability is derived by the integro-differential equation satisfied by the survival probability.
出处
《数学杂志》
CSCD
北大核心
2009年第4期573-576,共4页
Journal of Mathematics
