含4个类的负风险和过程的破产概率与数字特征

Ruin probability and digital character on a negative risk sum process including 4 types

讨论了含4个类的负风险和随机过程,在相关与独立两种情况下给出了数学期望、方差和协方差及破产概率的一些性质。

The random process of a negative risk sum including 4 types is discussed in this paper and some properies on variance, covarianee, ruin probability and math expectation are given out too under two couditious, correlated and independent.