摘要
对于给定的初始状态 ,本文给出了条件破产所满足的积分方程 。
In this paper,a integral equation was obtained that the conditional probability of ruinj satisfies,further more we obtain a recursive inequality about the ruin probability with the stationary initial distribution and a simplified estimation of ruin probability with no initial reserve.
出处
《数学理论与应用》
2003年第1期93-97,共5页
Mathematical Theory and Applications
