| EXPLICIT EXPRESSIONS FOR SOME DISTRIBUTIONS RELATED TO RUIN PROBLEMS |
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| 作者姓名： | 党兰芬 杨丽明 |
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| 作者单位： | [1]DepartmentofPhysics,SyzhouUniversity,Suzhou215006,China [2]CollegeofFundamentalSciences,ChinaAgriculturalUniversity,Beijing100094,China |
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| 摘 要： | The classical risk process that is perturbed by diffusion is studied .The explicit expressions for the runi probability and the surplus distribution of the risk process at the time of runi are obtained when the claim amount distribution is a finite mixture of exponential distributions of a Gamma (2,α） distribution.
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| 关 键 词： | 显式表示 破产概率 指数分布 Gamma分布 剩余分布 有限混合 风险过程 Brown运动 |
| 收稿时间： | 7 December 2000 |
EXPLICIT EXPRESSIONS FOR SOME DISTRIBUTIONS RELATED TO RUIN PROBLEMS |
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| Dang Lanfen.EXPLICIT EXPRESSIONS FOR SOME DISTRIBUTIONS RELATED TO RUIN PROBLEMS[J].Acta Mathematica Scientia,2003,23(1):53-60. |
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| Authors: | Dang Lanfen |
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| Institution: | Dang Lanfen Department of Physics,Suzhou University,Suzhou 215006,ChinaYang Liming College of Fundamental Science,China Agricultural University,Beijing 100094,China |
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| Abstract: | The classical risk process that is perturbed by diffusion is studied. The explicitexpressions for the ruin probability and the surplus distribution of the risk process atthe time of ruin are obtained when the claim amount distribution is a finite mixture ofexponential distributions or a Gamma (2, α) distribution. |
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| Keywords: | Ruin probability surplus distribution at the time of ruin finite mixture of exponential distributions Gamma distribution |
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