邵阳学院学报：自然科学版
邵暘學院學報：自然科學版
소양학원학보：자연과학판
Journal of Shaoyang University:Science and Technology
2012年
2期
11-13
,共3页
鞅%索赔额%破产时刻%概率%Laplace变换
鞅%索賠額%破產時刻%概率%Laplace變換
앙%색배액%파산시각%개솔%Laplace변환
martingale%claims%bankruocy%moments%probability%Laplace transform
风险理论是应用概率领域中的热门.在连续时间情形下,对于利率,利用鞅方法分别确定了负索赔额、非负索赔额情形下的破产时刻的Laplace变换,从而简化运算,快捷有效地求解破产概率问题.
風險理論是應用概率領域中的熱門.在連續時間情形下,對于利率,利用鞅方法分彆確定瞭負索賠額、非負索賠額情形下的破產時刻的Laplace變換,從而簡化運算,快捷有效地求解破產概率問題.
풍험이론시응용개솔영역중적열문.재련속시간정형하,대우리솔,이용앙방법분별학정료부색배액、비부색배액정형하적파산시각적Laplace변환,종이간화운산,쾌첩유효지구해파산개솔문제.
Risk theory is hot in the field of applied probability. In continuous time, when the interest rate , Laplace transform is determined under the situations of both negative claims and non-negative claims by using the martingale method in bankruptcy mo- ments. The calculation is simplified, and the bankrupcy probability problem is solved effectively.
