| 张家山247号汉墓《二年律令》书手、书体试析 |
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| 引用本文： | 李婧嵘. 张家山247号汉墓《二年律令》书手、书体试析[J]. 湖南农业大学学报(自然科学版), 2016, 0(4): 38-43 |
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| 作者姓名： | 李婧嵘 |
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| 作者单位： | （辽宁师范大学 数学学院，辽宁 大连116029） |
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| 摘 要： | 考虑一类具有相依结构的离散时间风险过程,其中利率和保费收入过程为两个不同的自回归移动平均模型.利用更新递归方法,得到了破产前盈余与破产后赤字的联合分布和破产持续时间分布的递归计算公式.
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| 关 键 词： | 自回归移动平均模型 破产前盈余 破产后赤字 破产持续时间 |
The Scribes and Handwriting of The Statutes and Ordinances of the Second Year |
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| LI Jing-rong. The Scribes and Handwriting of The Statutes and Ordinances of the Second Year[J]. Journal of Hunan Agricultural University, 2016, 0(4): 38-43 |
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| Authors: | LI Jing-rong |
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| Abstract: | We consider a discrete time risk model with dependent structures, in which two different autoregressive moving average models for interest rates and premiums are assumed. By using renewal recursive technique, the recursive formula for the joint distribution of the surplus before ruin and the deficit after ruin, together with the distribution of the duration of ruin are obtained. |
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| Keywords: | autoregressive moving average model surplus before ruin deficit after ruin the duration of ruin |
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