| 稀疏过程的三特征的联合分布函数 |
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| 引用本文： | 胡玉玺,张振中,邹捷中.稀疏过程的三特征的联合分布函数[J].数学理论与应用,2006,26(3):37-39. |
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| 作者姓名： | 胡玉玺 张振中 邹捷中 |
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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： | 本文考虑一类人寿保险,保费到达为Po isson过程,索赔到达为p-稀疏过程,我们推导三特征的联合分布函数;破产时间,破产概率,破产前的盈余,破产赤字,并由这联合分布得破产概率的显示表达式.
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| 关 键 词： | 对偶 联合分布函数 破产时间 破产前的盈余 稀疏过程 破产赤字 |
| 收稿时间： | 10 23 2005 12:00AM |
The Joint Distribution of Thinning Process |
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| Hu Yuxi Zhang Zhenzhong Zou Jiezhong.The Joint Distribution of Thinning Process[J].Mathematical Theory and Applications,2006,26(3):37-39. |
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| Authors: | Hu Yuxi Zhang Zhenzhong Zou Jiezhong |
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| Institution: | School of mathematical Science and Compution Technology,CSU,Changsha,410075 |
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| Abstract: | In this paper we'll discuss a risk process for life risk models,where the arrival of the term policies follows a Poisson Process,and the occurrence of the claim happen as the p-thinning process,we derive the explicit expression for the joint density function of three characteristics:the time of ruin,the surplus immediately before ruin,and the deficit at ruin.By using the explicit joint density function,we obtain the ruin probability. |
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| Keywords: | duality joint distribution time of ruin the surplus immediately befor ruin thinning process deficit at ruin |
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