| 运用随机游动求解一破产问题 |
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| 引用本文： | 夏冬晴,谢振中,补爱军,刘莹.运用随机游动求解一破产问题[J].邵阳学院学报(自然科学版),2012,9(4):12-15. |
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| 作者姓名： | 夏冬晴 谢振中 补爱军 刘莹 |
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| 作者单位： | 1. 邵阳学院理学与信息科学系,湖南邵阳,422004
2. 怀化学院数学系,湖南怀化,418000 |
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| 基金项目： | 湖南省教育厅科研项目“风险模型的破产概率研究”(09C879) |
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| 摘 要： | 随机游动在风险理论中有着重要应用．本文致力于研究随机游动与风险理论之间的联系，主要考虑了运用随机游动来确定保险公司从初始资本4开始的最终破产概率，并根据赔偿要求的具体情形进行求解．
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| 关 键 词： | 随机游动 概率 破产概率 |
A Solution to Ruin Problems By Application of Random Walks |
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| XIA Dong-qing,XIE Zhen-zhong,BU AI-jun,LIU Ying.A Solution to Ruin Problems By Application of Random Walks[J].Journal of Shaoyang University:Science and Technology,2012,9(4):12-15. |
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| Authors: | XIA Dong-qing XIE Zhen-zhong BU AI-jun LIU Ying |
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| Institution: | 1 (1.Department of Science and Information,Shaoyang University,Shaoyang,Hunan 422004,China; 2.Department of mathematics,Huaihua University,Huaihu,Hunan 418000,China) |
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| Abstract: | It＇s an important application of Random Walks to Risk Theory.The article focuses primarily on researching the connection between Random Walks and Risk Theory.What＇s more,its＇ main concern is utilizing Random Walks to determine the Insurance Company＇s final probability of ruin,starting from initial captital A,and then come to a solution according to the particular situation of compensation requirements. |
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| Keywords: | Random walk probability probability of ruin |
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