| 一类离散时间比例再保险模型的破产问题 |
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| 引用本文： | 何晓霞.一类离散时间比例再保险模型的破产问题[J].数学杂志,2012,32(1):181-185. |
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| 作者姓名： | 何晓霞 |
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| 作者单位： | 武汉科技大学理学院,湖北武汉,430065 |
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| 基金项目： | 冶金工业过程系统科学湖北省重点实验室(武汉科技大学)开放基金，及湖北省教育厅资助项目 |
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| 摘 要： | 本文研究了一类带随机利率的离散时间比例再保险模型.运用递推方法,得到了破产前盈余、破产后赤字的分布以及它们的联合分布所满足的微分积分方程,作为推论得到了破产概率所满足的积分方程,推广了无再保险情形的结果.
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| 关 键 词： | 离散时间风险模型 随机利率 比例再保险 破产函数 |
RUIN PROBLEMS FOR A DISCRETE TIME RISK MODEL WITH PROPORTIONAL REINSURANCE |
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| HE Xiao-xia.RUIN PROBLEMS FOR A DISCRETE TIME RISK MODEL WITH PROPORTIONAL REINSURANCE[J].Journal of Mathematics,2012,32(1):181-185. |
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| Authors: | HE Xiao-xia |
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| Institution: | HE Xiao-xia(College of Science,Wuhan University of Science and Technology,Wuhan 430065,China) |
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| Abstract: | In this paper,we study a discrete time risk model with random interest rate and proportional reinsurance,using the method of recursive,the integro-differential equations for the distribution of surplus just before ruin,the distribution of surplus immediately after ruin,the joint distribution of the surplus immediately before and after ruin are obtained.As a corollary,the integral equations for the ruin probability are derived,which extend the results with no reinsurance. |
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| Keywords: | Discrete-time risk model random interest rate proportional reinsurance ruin function |
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