经济数学
經濟數學
경제수학
MATHEMATICS IN ECONOMICS
2014年
3期
23-25
,共3页
古再丽努尔·阿布都卡地尔%吴黎军
古再麗努爾·阿佈都卡地爾%吳黎軍
고재려노이·아포도잡지이%오려군
折现率%离散时间风险模型%破产概率%破产赤字
摺現率%離散時間風險模型%破產概率%破產赤字
절현솔%리산시간풍험모형%파산개솔%파산적자
discounted rate%discrete time risk model%ruin probability%distribution of the deficit after ruin
在引入折现率的条件下研究离散时间风险模型，运用递推方法和全概率公式，得到了破产前盈余，破产后赤字以及它们的联合分布所满足的微分积分方程，作为推论得到了破产概率所满足的微积分方程并得出结论。
在引入摺現率的條件下研究離散時間風險模型，運用遞推方法和全概率公式，得到瞭破產前盈餘，破產後赤字以及它們的聯閤分佈所滿足的微分積分方程，作為推論得到瞭破產概率所滿足的微積分方程併得齣結論。
재인입절현솔적조건하연구리산시간풍험모형，운용체추방법화전개솔공식，득도료파산전영여，파산후적자이급타문적연합분포소만족적미분적분방정，작위추론득도료파산개솔소만족적미적분방정병득출결론。
We considered a discrete time risk model with discount rate.By using the recursive method and probability formulas we obtained,recursion formulas for distribution of the surplus just before ruin,the distribution of the surplus imme-diately after ruin,the joint distribution of the surplus immediately before and after ruin.Moreover,as a corollary,the integral equations for the ruin probability were also derived.
