| 具有变利率的离散时间保险风险模型的破产问题 |
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| 引用本文： | 于莉,胡志龙.具有变利率的离散时间保险风险模型的破产问题[J].合肥工业大学学报(自然科学版),2007,30(3):346-349. |
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| 作者姓名： | 于莉 胡志龙 |
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| 作者单位： | 1. 合肥工业大学,理学院,安徽,合肥,230009
2. 安徽建筑工业学院,数理系,安徽,合肥,230022 |
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| 基金项目： | 合肥工业大学校科研和校改项目 |
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| 摘 要： | 文章在将常值利率推广到变利率的情况下,进一步研究变利率的离散时间保险风险模型,得到了描述破产严重程度的破产前一时刻的剩余分布与破产持续时间分布的递推公式。
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| 关 键 词： | 变利率 离散时间保险风险模型 剩余分布 破产持续时间 |
| 文章编号： | 1003-5060(2007)03-0346-04 |
| 修稿时间： | 2006年2月20日 |
Ruin problems for the discrete time insurance risk model with changeable rates |
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| YU Li,HU Zhi-long.Ruin problems for the discrete time insurance risk model with changeable rates[J].Journal of Hefei University of Technology(Natural Science),2007,30(3):346-349. |
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| Authors: | YU Li HU Zhi-long |
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| Abstract: | In this paper,the ruin problems under the discrete time insurance risk model with changeable rates are discussed deeply.Derived are the recursive formulas for the distribution of the surplus imme-diately before ruin and for the distribution of the time in the red from the first ruin to the first time of recovery which describe the severity of ruin. |
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| Keywords: | changeable rate discrete time insurance risk model distribution of the surplus immediate-ly before ruin time in the red from the first ruin to the first time of recovery |
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