利用鞅的概念,得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。
Using the notion of martingale, the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level.
利用鞅的概念,得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。
Using the notion of martingale, the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level.
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