| 一类完全离散的经典风险模型的破产概率 |
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| 引用本文： | 陈畅,刘再明,张曾.一类完全离散的经典风险模型的破产概率[J].数学理论与应用,2007,27(2):105-107. |
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| 作者姓名： | 陈畅 刘再明 张曾 |
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| 作者单位： | 中南大学数学科学与计算技术学院 长沙410075 |
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| 摘 要： | 本文研究引入利率的完全离散经典风险模型,得到一个有限时间内的破产概率的递推公式,最后给出了一个数值算例.
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| 关 键 词： | 离散 破产概率 |
| 修稿时间： | 2007-01-19 |
Ruin Probability about a Classical Risk Model in fully discrete setting |
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| Chen Chang, Liu Zaiming, Zhang Zen.Ruin Probability about a Classical Risk Model in fully discrete setting[J].Mathematical Theory and Applications,2007,27(2):105-107. |
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| Authors: | Chen Chang Liu Zaiming Zhang Zen |
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| Institution: | Central South University, School of Mathematical Sciences and Computing Technology, Changsha, 410075 |
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| Abstract: | In this paper we discuss ruin problem under the classical risk model in fully discrete setting with interest.We derive recursive formulas of ruin probability in the finite time.An numerical example is given at last. |
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| Keywords: | Discrete Ruin probability |
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