| 两个离散风险模型破产问题的研究 |
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| 引用本文： | 杨娟,陈圣滔. 两个离散风险模型破产问题的研究[J]. 长春大学学报, 2006, 0(10) |
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| 作者姓名： | 杨娟 陈圣滔 |
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| 作者单位： | 长江大学信息与数学学院 湖北荆州434023 |
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| 摘 要： | 研究了引入随机利率的两个离散风险模型,得到了描述破产后财务状况的破产时的赤字分布以及盈余首次穿过给定水平的时刻分布的递推公式。
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| 关 键 词： | 随机利率 离散风险模型 盈余 破产时赤字 递推公式 |
Ruin problem for the discrete time insurance model with random rates of interest |
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| YANG Juan,CHEN Sheng-tao. Ruin problem for the discrete time insurance model with random rates of interest[J]. Journal of Changchun University, 2006, 0(10) |
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| Authors: | YANG Juan CHEN Sheng-tao |
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| Abstract: | In this paper we discuss ruin problems under two discrete time insurance risk models with random rate of interest.We gain ruin deficit distribution which describes the financial situation after ruin and the recurrence formula of distribution of the moment when the surplus for the first time through an assigned level. |
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| Keywords: | random rate of interest the discrete insurance risk moel ruin deficit recurrence formula |
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