摘要
风险理论是应用概率领域中的一个热门课题.构造了受投资回报和通货膨胀经济因素影响的古典风险模型,获得了破产时的极值分布和破产前的盈余分布的积分方程.
The study of the risk theory has been one of the important topics in field of probability. We discuss a general risk model of an insurance company, which allows for stochastic rate of return on investments as well as stochastic level of inflation. The integral equations of the supremum distribution before ruin and the surplus distribution at the time of ruin are derived.
出处
《合肥学院学报（自然科学版）》
2009年第4期35-37,共3页
Journal of Hefei University :Natural Sciences
关键词
积分方程
风险模型
破产时极值分布
破产前盈余分布
integral equation
risk model
surplus distribution at the time of ruin
supremum distribution before ruin
