| 摘要: |
| 在双二项风险模型的基础上,考虑常数利率下的破产问题,利用停时的性质、破产量的递推公式和控制收敛定理,得到描述破产严重程度的破产前赢余分布和破产时间分布的公式. |
| 关键词: 双二项风险模型 盈余分布 时间分布 |
| DOI： |
| 投稿时间：2006-03-20 |
| 基金项目:广西自然科学基金项目(0447096)资助。 |
|
| Bankruptcy Problems in the Double Binomial Risk Model with Constant Interest Force |
|
TANG Guo-qiang1,2
|
| (1.Department of Statistics, East China Normal University, Shanghat, 200062, China;2.Department of Mathematics and Physics, Guilin Institute of Technology, Guilin, Guangxi, 541004, China) |
| Abstract: |
| On the base of the double binomial risk model, ruin problems with constant interest force are discussed. Make use of the character of stop time, the recursion formula of ruin amounts and control convergence theorem, the expressions of the distribution of the surplus immediately before ruin and the distribution of the time in the red are deriv时, which describe the severity of ruin. |
| Key words: double binomial risk model distribution of the surplus immediately distribution of the time |
