| 带息双二项风险模型的破产问题 |
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| 引用本文： | 唐国强.带息双二项风险模型的破产问题[J].经济数学,2006,23(3):235-242. |
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| 作者姓名： | 唐国强 |
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| 作者单位： | 华东师范大学统计系,上海,200062;桂林工学院数理系,桂林,541004 |
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| 摘 要： | 本文研究了带随机利率的双二项风险模型的破产问题,得到了描述破产严重程度的破产前盈余分布,破产持续时间分布的递推公式,有限时间破产概率的递推公式及终极破产概率满足的积分方程.
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| 关 键 词： | 双二项风险模型 破产前盈余分布 破产持续时间分布 破产概率 |
| 修稿时间： | 2006年4月4日 |
RUIN PROBLEMS IN THE DOUBLE BINOMIAL RISK MODEL WITH RANDOM INTEREST FORCE |
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| Tang Guo-qiang.RUIN PROBLEMS IN THE DOUBLE BINOMIAL RISK MODEL WITH RANDOM INTEREST FORCE[J].Mathematics in Economics,2006,23(3):235-242. |
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| Authors: | Tang Guo-qiang |
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| Abstract: | In this paper,we discuss ruin problems under the double binomial risk model with random interest force.We derive the expressions of the distribution of the suplus immediately before ruin,the distribution of the time in the red which describe the severity of ruin,the recursive formula for finite time ruin probability and the integration equation for ultimate ruin probability. |
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| Keywords: | Double inomial risk model distribution of the surplus immediately before ruin distribution of the time in the red ruin probability |
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