| 常利率下带干扰的Cox模型的破产概率 |
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| 引用本文： | 熊双平.常利率下带干扰的Cox模型的破产概率[J].经济数学,2006,23(3):247-251. |
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| 作者姓名： | 熊双平 |
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| 作者单位： | 上海师范大学数理信息学院,上海,201418 |
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| 摘 要： | 讨论了常利率下带干扰的Cox模型的破产概率,分别得到了条件破产概率和最终破产概率所满足的微积分方程.
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| 关 键 词： | 破产概率 微积分方程 利率 Cox模型 |
| 修稿时间： | 2006年5月11日 |
THE RUIN PROBABILITY FOR COX MODEL DISTURBED BY DIFFUSION UNDER THE CONSTANT INTEREST RATE |
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| Xiong Shuangping.THE RUIN PROBABILITY FOR COX MODEL DISTURBED BY DIFFUSION UNDER THE CONSTANT INTEREST RATE[J].Mathematics in Economics,2006,23(3):247-251. |
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| Authors: | Xiong Shuangping |
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| Abstract: | In this paper,we investigate the probability of ruin in the COX Model With disturbed by diffusion Under a Constant Interest Rate.Integral equations are obtained that the probability of ruin satisfy. |
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| Keywords: | Ruin probability integral equation Cox model interest rate |
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