| 竞争型二元离散风险模型 |
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| 引用本文： | 徐立梅,刘再明.竞争型二元离散风险模型[J].数学理论与应用,2006,26(4):63-67. |
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| 作者姓名： | 徐立梅 刘再明 |
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| 作者单位： | 中南大学数学科学与计算技术学院，中南大学数学科学与计算技术学院 长沙，410075，长沙，410075 |
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| 基金项目： | 国家自然科学基金资助（10371133） |
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| 摘 要： | 本文将竞争型二元经典风险模型离散化,得到了竞争二元离散风险模型,并给出了三种破产概率表达式.
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| 关 键 词： | 二元风险模型 破产概率 条件期望 |
| 收稿时间： | 05 10 2006 12:00AM |
The Competive and Discrete-time Two-dimensional Risk Model |
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| Xu Limei ,Liu Zaiming.The Competive and Discrete-time Two-dimensional Risk Model[J].Mathematical Theory and Applications,2006,26(4):63-67. |
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| Authors: | Xu Limei Liu Zaiming |
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| Institution: | School of Mathematics Sciences and computing Technology,Central South University,Changsha,410075 |
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| Abstract: | In this paper we extend the classical competitive two-dimensional risk model to the competitive and discrete two-dimensional one,and some ruin probabilities are defined and deduced. |
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| Keywords: | two-dimensional risk model ruin probability conditional expectation |
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