| 常数利率双二项风险模型的破产问题 |
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| 引用本文： | 唐国强.常数利率双二项风险模型的破产问题[J].广西科学,2007,14(1):35-38. |
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| 作者姓名： | 唐国强 |
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| 作者单位： | 华东师范大学统计系,上海,200062;桂林工学院数理系,广西桂林,541004 |
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| 摘 要： | 在双二项风险模型的基础上,考虑常数利率下的破产问题,利用停时的性质、破产量的递推公式和控制收敛定理,得到描述破产严重程度的破产前赢余分布和破产时间分布的公式.
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| 关 键 词： | 双二项风险模型 盈余分布 时间分布 |
| 文章编号： | 1005-9164（2007）01-0035-04 |
| 收稿时间： | 2006-03-20 |
| 修稿时间： | 2006年3月20日 |
Bankruptcy Problems in the Double Binomial Risk Model with Constant Interest Force |
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| TANG Guo-qiang.Bankruptcy Problems in the Double Binomial Risk Model with Constant Interest Force[J].Guangxi Sciences,2007,14(1):35-38. |
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| Authors: | TANG Guo-qiang |
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| Institution: | 1. Department of Statistics, East China Normal University, Shanghai, 200062, China; 2. Department of Mathematics and Physics, Guilin Institute of Technology, Guilin, Guangxi, 541004 ,China |
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| Abstract: | On the base of the double binomial risk model,ruin problems with constant interest force are discussed.Make use of the character of stop time,the recursion formula of ruin amounts and control convergence theorem,the expressions of the distribution of the surplus immediately before ruin and the distribution of the time in the red are derived,which describe the severity of ruin. |
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| Keywords: | double binomial risk model distribution of the surplus immediately distribution of the time |
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