摘要
研究一类风险过程的破产概率 ,其中一类索赔可产生另一类索赔且索赔时间可延迟 .得到了破产概率的上下限 ,并给出了索赔为指数分布的情形下破产概率的解析表达式 .
Ruin probalility of a kind of risk process is studied in this paper. This risk process is an extension of classical risk model in which the by-claim and claim delay is considered. Upper and lower bound for the ruin probabilities are given and a closed form solution is obtained when the claim size is exponentially distributed.
出处
《南开大学学报（自然科学版）》
CAS
CSCD
北大核心
2003年第1期28-32,共5页
Acta Scientiarum Naturalium Universitatis Nankaiensis
基金
Supported by NNSF of China(1 0 2 71 0 62 )
