摘要
给出带干扰风险模型中破产概率的Feller表示,并证明带干扰风险模型的破产概率的二次连续可微性.
in this paper, we present the Feller expression for the ruin probability of the classical risk model that is perturbed by diffusion. Basing on the Feller expression, we prove the twice continuous differentiability of the ruin pribability under certain conditions.
出处
《应用数学学报》
CSCD
北大核心
2000年第3期337-341,共5页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金
博士点基金