| 随机环境下风险模型的破产问题 |
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| 引用本文： | 吴绪权.随机环境下风险模型的破产问题[J].数学杂志,2009,29(3). |
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| 作者姓名： | 吴绪权 |
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| 作者单位： | 武汉理工大学理学院,湖北武汉,430063 |
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| 摘 要： | 本文研究了在随机环境下风险模型的破产问题.利用递归方法,获得了破产前盈余的分布和描述破产严重性的预警区的分布, 推广了已有结果.
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| 关 键 词： | 破产时 破产前盈余 预警区 |
RUIN PROBLEMS FOR THE RISK MODEL IN A STOCHASTIC ECONOMIC ENVIRONMENT |
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| WU Xu-quan.RUIN PROBLEMS FOR THE RISK MODEL IN A STOCHASTIC ECONOMIC ENVIRONMENT[J].Journal of Mathematics,2009,29(3). |
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| Authors: | WU Xu-quan |
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| Abstract: | In this paper, we discuss ruin problems under the risk model in a stochastic economic environment. We derive the expression of the distribution of the surplus immediately before ruin and the distribution of the time in the red, which describe the severity of ruin. |
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| Keywords: | ruin time surplus immediately before ruin time in the red |
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