| 索赔次数为复合Poisson-Geometric过程的常利率风险模型 |
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| 引用本文： | 熊双平.索赔次数为复合Poisson-Geometric过程的常利率风险模型[J].经济数学,2006,23(1):15-18. |
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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： | 讨论了常利率下索赔次数为复合Po issong-G eom etric过程的风险模型的破产概率,得到了破产概率所满足的积分方程.
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| 关 键 词： | 破产概率 积分方程 利率 复合Poisson-Geometric过程 |
| 修稿时间： | 2005年10月19 |
THE COMPOUND POISSON-GEOMETRIC PROCESS RISK MODEL WITH A CONSTANT INTEREST RATE |
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| Xiong Shuangping.THE COMPOUND POISSON-GEOMETRIC PROCESS RISK MODEL WITH A CONSTANT INTEREST RATE[J].Mathematics in Economics,2006,23(1):15-18. |
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| Authors: | Xiong Shuangping |
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| Abstract: | In this paper,we investigate the probaility of ruin in the risk model with compound Poisson-geometric process under a constant interest rate.Integral equations that the probability of ruin satisfy are obtained |
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| Keywords: | Ruin probability Integral equation compound Poisson-geometric process interest rate |
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