绝对破产下的总负持续时间
절대파산하적총부지속시간
Total duration of negative surplus under absolute ruin
  • 万方数据
    天津师范大学学报（自然科学版） 천진사범대학학보（자연과학판）
    JOURNAL OF TIANJIN NORMAL UNIVERSITY(NATURAL SCIENCE EDITION)
    2011年 1期 21-24,28 ,共5页

    孙国红%裴新年%李慧%张丽维

    손국홍%배신년%리혜%장려유

    古典风险模型%绝对破产%负持续%借款利息 古典風險模型%絕對破產%負持續%藉款利息
    고전풍험모형%절대파산%부지속%차관이식
    classical risk model%absolute ruin%duration of negative surplus%debit interest
    考虑常利率下的贷款复合泊松模型,讨论了在绝对破产情况下的总的负持续时间,利用马氏性推导并解出总的负持续时间的拉普拉斯变换.
    고필상리솔하적대관복합박송모형,토론료재절대파산정황하적총적부지속시간,이용마씨성추도병해출총적부지속시간적랍보랍사변환.
    The compound Poisson risk model with debit interest is considered, and the total duration of negative surplus when absolute ruin occurs is discussed. By the strong Markov property of the model, the Laplace-Stieltjestransform of the total duration of negative surplus is obtained.
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