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| 可以贷款和投资的古典绝对破产模型的3个保险精算量的联合分布 | |
| 引用本文： | 占学宝,王玲芝,张春生.可以贷款和投资的古典绝对破产模型的3个保险精算量的联合分布[J].天津师范大学学报(自然科学版),2009,29(2):10-13. |
| 作者姓名： | 占学宝 王玲芝 张春生 |
| 作者单位： | 1. 天津市电子仪表工业总公司,天津,300110 2. 天津现代职业技术学院,天津,300222 3. 南开大学,数学科学学院,天津,300071 |
| 摘 要： | 考虑可以贷款和投资的古典绝对破产模型，利用其马氏性给出了3个保险精算量的联合分布。 |
| 关 键 词： | 绝对破产概率 绝对破产时间 绝对破产前余额 绝对破产赤字 |
The joint distribution of three actuarial diagnostics of the classical absolute ruin model with investment and loan |
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| ZHAN Xuebao,WANG Lingzhi,ZHANG Chunsheng.The joint distribution of three actuarial diagnostics of the classical absolute ruin model with investment and loan[J].Journal of Tianjin Normal University(Natural Science Edition),2009,29(2):10-13. | |
| Authors: | ZHAN Xuebao WANG Lingzhi ZHANG Chunsheng |
| Institution: | ZHAN Xuebao, WANG Lingzhi, ZHANG Chunsheng(1. Tianjin Electronic Instrument Industry Head Office, Tianjin 300110, China; 2. Tianjin Modern Vocational Technology College, Tianjin 300222, Chinas 3. School of Mathematical Sienses, Nankai University, Tianjin 300071, China) |
| Abstract: | The classical absolute ruin model with investment and loan is studied, and by the strong Markov property of the reserve process the joint distribution of three actuarial diagnostics is given. |
| Keywords: | probability of absolute ruin time of absolute ruin surplus immediately before absolute ruin deficit at absolute ruin |
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