摘要
讨论了常利率下的Cox模型的破产概率 ,分别得到了条件破产概率和最终破产概率所满足的积分方程 .
In this paper,we investigate the probability of ruin in the Cox model with a constant interest rate.Two integral equations are obtained that the conditional probability of ruin and the ultimate ruin probability satisfy respectively.
出处
《应用数学》
CSCD
北大核心
2004年第3期355-359,共5页
Mathematica Applicata
基金
ThedepartmentofChineseeducationfordoctoritem(2 0 0 2 0 2 6 90 15 )
关键词
破产概率
积分方程
利率
COX模型
Ruin probability
Integral equation
Interest rate
Cox model
