随机利率驱动的离散风险模型下首次负盈余的持续时间的分布 On the Distribution of Duration of First Negative Surplus for a Discrete Time Risk Model with Random Interest Rate期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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随机利率驱动的离散风险模型下首次负盈余的持续时间的分布

引用本文：	汪荣明,吴贤毅.随机利率驱动的离散风险模型下首次负盈余的持续时间的分布[J].东北数学,2006(3).

作者姓名：	汪荣明吴贤毅

基金项目：	国家自然科学基金;上海市教育厅科研基金

摘要：
On the Distribution of Duration of First Negative Surplus for a Discrete Time Risk Model with Random Interest Rate

WANG Rong-ming,WU Xian-yi.On the Distribution of Duration of First Negative Surplus for a Discrete Time Risk Model with Random Interest Rate[J].Northeastern Mathematical Journal,2006(3).

Authors:	WANG Rong-ming WU Xian-yi

Abstract:

Keywords:	discrete time risk model random interest rate annuity-due risk model duration of negative surplus
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