摘要
研究了含利率因素的复合二项双险种风险模型的破产问题,获得了该模型下破产概率和生存概率的递推式以及所满足的积分方程。
We consider a two - type - insurance compound binomial risk model, where the factor of interest rate is taken into account. Under the model, the recursive formulas and the integral equations, which are about ruin proba- bilities and survival probabilities, are obtained.
出处
《延安大学学报（自然科学版）》
2014年第1期9-11,15,共4页
Journal of Yan'an University：Natural Science Edition
基金
陕西省教育厅自然科学基金(2013JK0576)
陕西省高水平大学建设专项资金资助项目(2012SXTS07)
关键词
利率
双险种
复合二项
破产概率
生存概率
interest rate
two- type insurance
compound binomial
ruin probability
survival probability
