摘要
随机游动在风险理论中有着重要应用.本文致力于研究随机游动与风险理论之间的联系,主要考虑了运用随机游动来确定保险公司从初始资本开始的最终破产概率,并根据赔偿要求的具体情形进行求解.
It＇s an important application of Random Walks to Risk Theory.The article focuses primarily on researching the connection between Random Walks and Risk Theory.What＇s more,its＇ main concern is utilizing Random Walks to determine the Insurance Company＇s final probability of ruin,starting from initial captital A,and then come to a solution according to the particular situation of compensation requirements.
出处
《邵阳学院学报（自然科学版）》
2012年第4期12-15,共4页
Journal of Shaoyang University：Natural Science Edition
基金
湖南省教育厅科研项目"风险模型的破产概率研究"(09C879)
关键词
随机游动
概率
破产概率
Random walk
probability
probability of ruin
