数学杂志
數學雜誌
수학잡지
JOURNAL OF MATHEMATICS
2009年
3期
293-296
,共4页
破产时%破产前盈余%预警区
破產時%破產前盈餘%預警區
파산시%파산전영여%예경구
ruin time%surplus immediately before ruin%time in the red
本文研究了在随机环境下风险模型的破产问题.利用递归方法,获得了破产前盈余的分布和描述破产严重性的预警区的分布, 推广了已有结果.
本文研究瞭在隨機環境下風險模型的破產問題.利用遞歸方法,穫得瞭破產前盈餘的分佈和描述破產嚴重性的預警區的分佈, 推廣瞭已有結果.
본문연구료재수궤배경하풍험모형적파산문제.이용체귀방법,획득료파산전영여적분포화묘술파산엄중성적예경구적분포, 추엄료이유결과.
In this paper, we discuss ruin problems under the risk model in a stochastic economic environment. We derive the expression of the distribution of the surplus immediately before ruin and the distribution of the time in the red, which describe the severity of ruin.
