The Time Surplus Process of the Discrete Risk Model

被引：0

作者：

Huang Yu-juan ^{[1
]}

Yu Wen-guang ^{[1
]}

机构：

[1] Shanghai Jiao Tong Univ, Dept Math & Phys, Jinan 250023, Peoples R China

来源：

EBM 2010: INTERNATIONAL CONFERENCE ON ENGINEERING AND BUSINESS MANAGEMENT, VOLS 1-8 | 2010年

关键词：

time surplus process; compound binomial risk model; ruin probability; martingale;

D O I：

暂无

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper creates a time surplus process of the compound binomial risk model, presents a definition of ruin probability from another new angle. We obtain the accurate expression of the ruin probability psi(nu) of the initial time surplus nu.

引用

页码：4189 / +

页数：2