| 常利率下Erlang(2)风险模型的破产前盈余,破产时赤字及其联合分布 |
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| 引用本文： | 马云艳,尹传存. 常利率下Erlang(2)风险模型的破产前盈余,破产时赤字及其联合分布[J]. 经济数学, 2004, 21(2): 102-111 |
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| 作者姓名： | 马云艳 尹传存 |
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| 作者单位： | 曲阜师范大学,山东,曲阜,273165;曲阜师范大学,山东,曲阜,273165 |
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| 摘 要： | 本文主要研究常利率下的 Erlang(2 )风险模型的破产前瞬间盈余分布 ,破产时赤字分布 ,以及它们的联合分布 .
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| 关 键 词： | Erlang(2)风险模型 利率 破产前盈余 破产时赤字 |
| 修稿时间： | 2003-05-24 |
THE SURPLUS IMMEDIATELY BEFORE RUIN,THE DEFICIT AT RUIN AND THEIR JOINT DISTRIBUTION OF ERLANG(2) RISK MODEL UNDERCONSTENT INTEREST FORCE |
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| Ma Yunyan Yin Chuancun. THE SURPLUS IMMEDIATELY BEFORE RUIN,THE DEFICIT AT RUIN AND THEIR JOINT DISTRIBUTION OF ERLANG(2) RISK MODEL UNDERCONSTENT INTEREST FORCE[J]. Mathematics in Economics, 2004, 21(2): 102-111 |
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| Authors: | Ma Yunyan Yin Chuancun |
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| Abstract: | In this paper we mainly study the surplus immediately before ruin,the deflcit at ruin and their joint distribution of Erlang(2) risk model under constent interest foree. |
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| Keywords: | Erlang(2) risk model interest force the surplus immediately before ruin the deficit at ruin |
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