摘要
该文讨论并获得了用不破产概率函数有限表达的古典风险模型在破产前 。
In this paper, the formula of the joint distributions of the maximum and the minimum of the surpluses before ruin, first recovered from negative to zero, and last recovered from negative are discussed for the classical risk model and expressed by somenon ruin probability function.
出处
《数学物理学报（A辑）》
CSCD
北大核心
2003年第1期25-30,共6页
Acta Mathematica Scientia
基金
国家自然科学基金资助项目 (1 9971 0 47)
国家教委博士点基金项目
关键词
古典风险模型
极值联合分布
强马尔可夫性
破产时间
Classical risk model
Strong Markovian property
Ruin time
The time first to zero surpluses
The time last recovered to zero surpluses.
