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| 绝对破产下的总负持续时间 | |
| 引用本文： | 孙国红,裴新年,李慧,张丽维.绝对破产下的总负持续时间[J].天津师范大学学报(自然科学版),2011,31(1). |
| 作者姓名： | 孙国红 裴新年 李慧 张丽维 |
| 作者单位： | 1. 天津农学院,基础科学系,天津,300384 2. 中共天津市委党校,基础课教研部,天津,300191 3. 南开大学,数学科学学院,天津,300071 |
| 基金项目： | National Basic Research Program of China (973 Program)，the National Natural Science Foundation of China，the Natural Science Foundation of Tianjin |
| 摘 要： | 考虑常利率下的贷款复合泊松模型,讨论了在绝对破产情况下的总的负持续时间,利用马氏性推导并解出总的负持续时间的拉普拉斯变换. |
| 关 键 词： | 古典风险模型 绝对破产 负持续 借款利息 |
Total duration of negative surplus under absolute ruin |
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| SUN Guohong,PEI Xinnian,LI Hui,ZHANG Liwei.Total duration of negative surplus under absolute ruin[J].Journal of Tianjin Normal University(Natural Science Edition),2011,31(1). | |
| Authors: | SUN Guohong PEI Xinnian LI Hui ZHANG Liwei |
| Institution: | SUN Guohong1,PEI Xinnian2,LI Hui3,ZHANG Liwei3 1.Department of Basic Science,Tianjin Agricultural College,Tianjin 300384,China,2.Department of Basic Courses,Party School of CPC Tianjin Municipal Committee,Tianjin 300191,3.School of Mathematical Sciences,Nankai University,Tianjin 300071 |
| Abstract: | The compound Poisson risk model with debit interest is considered, and the total duration of negative surplus when absolute ruin occurs is discussed. By the strong Markov property of the model, the Laplace-Stieltjestransform of the total duration of negative surplus is obtained. |
| Keywords: | classical risk model absolute ruin duration of negative surplus debit interest |
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