| 多发风险模型的负盈余持续时间分布的计算 |
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| 引用本文： | 陈向华,薛英,白晓东. 多发风险模型的负盈余持续时间分布的计算[J]. 内蒙古农业大学学报(自然科学版), 2008, 29(3) |
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| 作者姓名： | 陈向华 薛英 白晓东 |
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| 作者单位： | 包头师范学院数学科学学院,包头,014030 |
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| 摘 要： | 本文对多发风险模型的负盈余持续时间进行了计算,从数值上对古典风险模型与多发风险模型的负盈余持续时间进行了比较,进一步说明了二者的不同之处。
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| 关 键 词： | 破产概率 负盈余持续时间 |
CALCULATION OF DISTRIBUTION OF DURATON OF NEGATIVE SURPLUS OF MULTIPLE OCCURRENCES RISK MODEL |
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| CHEN Xiang-hua,XUE Ying,BAI Xiao-dong. CALCULATION OF DISTRIBUTION OF DURATON OF NEGATIVE SURPLUS OF MULTIPLE OCCURRENCES RISK MODEL[J]. Journal of Inner Mongolia Agricultural University(Natural Science Edition), 2008, 29(3) |
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| Authors: | CHEN Xiang-hua XUE Ying BAI Xiao-dong |
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| Abstract: | In this paper,we calculate duration of negative surplus of multiple occurrences risk model,and make a comparison between duration of negative surplus of classical risk model and multiple occurrences risk model by numerical value.That further show difference of them. |
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| Keywords: | Ruin probability duration of negative surplus |
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