| 随机利率下时间盈余模型的破产概率 |
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| 引用本文： | 李今平,唐立. 随机利率下时间盈余模型的破产概率[J]. 江西科技师范学院学报, 2005, 0(4): 48-50 |
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| 作者姓名： | 李今平 唐立 |
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| 作者单位： | 中南大学数学科学与计算技术学院,湖南,长沙,410075 |
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| 摘 要： | 本文首先介绍了文献[3]在一般化破产模型基础上构造的时间盈余模型，并进一步讨论了此模型下的具有随机利率因素的破产概率，使得相应的破产概率更具实际意义。
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| 关 键 词： | 索赔额 时间盈余模型 破产概率 随机利率 |
| 文章编号： | 1007-3558（2005）04-0048-03 |
| 收稿时间： | 2005-06-10 |
| 修稿时间： | 2005-06-10 |
The Bankruptcy Probability of Time Surplus Model Based on Stochastic Interest |
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| Li Jinping,Tang Li. The Bankruptcy Probability of Time Surplus Model Based on Stochastic Interest[J]. Journal of Jiangxi Science & Technology Normal University, 2005, 0(4): 48-50 |
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| Authors: | Li Jinping Tang Li |
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| Affiliation: | Central South University, Changsha 410075, P.R.China |
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| Abstract: | The time surplus model based on the general bankruptcy model is introduced in the paper. It discusses the bankruptcy probability of time surplus model on the basis of stochastic interest and makes the related bankruptcy probability more significant in practice. |
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| Keywords: | the claim amount time surplus model the bankruptcy probability stochastic interest |
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