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| 一类随机经济环境下风险模型的破产概率 |
| Risk Model Under a Stochastic Economic Environment |
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| DOI：10.3969/j.issn.1671-5322.2009.02.005 |
| 中文关键词: 破产概率 微分方程 风险模型 |
| 英文关键词: ruin probability differential equation risk model |
| 基金项目: |
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| 摘要点击次数: 4532 |
| 全文下载次数: 3787 |
| 中文摘要: |
| 对破产概率的研究是风险理论领域中的-个热门课题.构造了受投资回报和通货膨胀经济因素影响的古典风险模型,通过证明的-个引理,获得了破产概率的积分方程和微分方程. |
| 英文摘要: |
| The study of the ruin probability has been one of the important topics in the field of risk theory.We discuss a general risk model of an insurance company,which allows for stochastic rate of return on investments as well as stochastic level of inflation.The integral equations of ruin probability,and the integro-differential equation for the ultimate ruin probability are obtained. |
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