| 有随机利率的多维风险模型有限时间破产概率 |
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| 引用本文： | 冯敬海,宋立新,易林娜.有随机利率的多维风险模型有限时间破产概率[J].数学研究及应用,2014,34(4):492-504. |
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| 作者姓名： | 冯敬海 宋立新 易林娜 |
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| 作者单位： | 大连理工大学数学科学学院, 辽宁 大连 116024;大连理工大学数学科学学院, 辽宁 大连 116024;大连理工大学数学科学学院, 辽宁 大连 116024 |
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| 基金项目： | 国家自然科学基金(Grant Nos.11101061; 11371077; 61175041). |
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| 摘 要： | In this paper, assuming that there are s types of insurance contracts in an insurance company, we study the asymptotic of the finite-time ruin probability for the discrete-time multi-risk model.
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| 关 键 词： | 有限时间破产概率 风险模型 随机利率 保险公司 保险合同 离散时间 |
| 收稿时间： | 2013/5/21 0:00:00 |
| 修稿时间： | 2014/3/19 0:00:00 |
On Finite Time Ruin Probability with Random Interest Rate in a Multi-Risk Model |
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| Jinghai FENG,Lixin SONG and Linna YI.On Finite Time Ruin Probability with Random Interest Rate in a Multi-Risk Model[J].Journal of Mathematical Research with Applications,2014,34(4):492-504. |
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| Authors: | Jinghai FENG Lixin SONG and Linna YI |
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| Institution: | School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China;School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China;School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China |
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| Abstract: | In this paper, assuming that there are $s$ types of insurance contracts in an insurance company, we study the asymptotic of the finite-time ruin probability for the discrete-time multi-risk model. |
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| Keywords: | ruin probability discrete-time multi-risk model |
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