CAJ | 학술논문

根据常系数齐次线性微分方程的解法以及破产概率的定义,在此基础上给出复合泊松过程中个别理赔额C服从参数为α的指数分布的终极破产概率的计算实例,以及复合泊松过程中个别理赔额C服从参数为a（最小值）、b（最大值）的均匀分布的终极破产概率的计算实例。
근거상계수제차선성미분방정적해법이급파산개솔적정의,재차기출상급출복합박송과정중개별리배액C복종삼수위α적지수분포적종겁파산개솔적계산실례,이급복합박송과정중개별리배액C복종삼수위a（최소치）、b（최대치）적균균분포적종겁파산개솔적계산실례。
Based on the constant coefficient homogeneous linear differential equation and the definition of ruin probability, we give the calculation example of the ultimate ruin probability in which the individual claim amount C obeys the exponential distribution with the parameter ~ in the Poisson process. Also the example C obeying uniform distribution with the parameters are a（minimum） and b （maximum） is proposed.