摘要
本文主要讨论古典风险模型破产瞬间前的余额,破产时的赤字;破产前的最大余额,最后一次破产前的最大余额等的联合分布.
In the classical risk model we allow the surplus process to continue if the surplus falls below zero. In this paper, we conside the joint distribution of the surplus immediately before ruin, the deficit at ruin, the extreme before ruin and the extreme during the total duration of negative surplus.
出处
《应用数学学报》
CSCD
北大核心
2002年第3期554-560,共7页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金(19971047号)资助项目
