| 常利率风险模型中盈余回复为正的理赔次数 |
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| 引用本文： | 刘莉. 常利率风险模型中盈余回复为正的理赔次数[J]. 应用概率统计, 2008, 24(5): 493-500 |
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| 作者姓名： | 刘莉 |
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| 作者单位： | 武汉大学数学与统计学院,武汉,430072;湖北大学数学与计算机科学学院,武汉,430062 |
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| 基金项目： | 国家自然科学基金，湖北省教育厅青年人才项目 |
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| 摘 要： | 本文研究了常利率下风险模型中破产发生后, 经过$n$次理赔盈余过程首次回复为正的概率分布, 并得到其递推关系式.
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| 关 键 词： | 常利率 盈余过程 递推. |
On the Number of Claims before Recovery in the Risk Models with Constant Interest Rate |
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| LIU LI. On the Number of Claims before Recovery in the Risk Models with Constant Interest Rate[J]. Chinese Journal of Applied Probability and Statisties, 2008, 24(5): 493-500 |
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| Authors: | LIU LI |
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| Affiliation: | School of Mathematics and Statistics;Wuhan University;Wuhan;430072;School of Mathematics and Computer Science;Hubei University;430062 |
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| Abstract: | In this paper, we study the probabilities of having n claims before the surplus process recovers to non-negative values and after the process has been ruined, and obtain the respective recursive formulas. |
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| Keywords: | Constant interest rate surplus process recursive. |
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