| 带随机投资收益的多险种风险过程的破产概率 |
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| 引用本文： | 戴洪帅 刘再明 沈亮. 带随机投资收益的多险种风险过程的破产概率[J]. 数学理论与应用, 2006, 26(4): 48-50 |
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| 作者姓名： | 戴洪帅 刘再明 沈亮 |
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| 作者单位： | 中南大学数学与计算技术学院，中南大学数学与计算技术学院，中南大学数学与计算技术学院 长沙，410075，长沙，410075，长沙，410075 |
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| 基金项目： | 国家自然科学基金资助(No.10371133) |
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| 摘 要： | 由于经典模型的局限性,本文讨论了带随机投资收益的多险种风险过程,给出了破产概率的简单表达式.
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| 关 键 词： | 破产概率 随机投资收益 多险种 |
| 收稿时间： | 2006-02-27 |
Ruin Probability of a Multiple Line Risk Process with a Stochastic Return on Investments |
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| Dai Hongshuai ,Liu Zaiming ,Shen Liang. Ruin Probability of a Multiple Line Risk Process with a Stochastic Return on Investments[J]. Mathematical Theory and Applications, 2006, 26(4): 48-50 |
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| Authors: | Dai Hongshuai Liu Zaiming Shen Liang |
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| Affiliation: | Department of Math. Sciences and Computing Technology,Central South University,Changsha,410075 |
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| Abstract: | There is a limitation to the classical risk process,in this paper we discuss multiple line risk process with a stochastic return.we present the expression for the ruin probability. |
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| Keywords: | ruin probability stochastic return on investments multiple line risk |
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