This paper studies the discrete time risk model with stochastic rate.
研究随机利率下离散时间保险风险模型。
Chapter Three investigates the ruin probability of a discrete time risk model under constant interest rate with heavy tails.
第三章讨论常利率下一类大额索赔离散风险模型的破产概率估计。
In Chapter Four, we further discuss the ruin probability of a discrete time risk model under random interest rate with heavy tails.
第四章讨论随机利率下一类大额索赔离散风险模型的破产概率估计。
Considering a discrete risk model with time-correlated claims, in which every main claim may produce a by-claim and the occurrence of the by-claim may be delayed.
研究一类索赔时间相依的离散风险模型，模型中假设每次主索赔可能引起一次副索赔，而每次副索赔有可能延迟发生。
The common discrete-time risk model is compound binomial risk model.
最常见的离散型风险模型是复二项风险模型。
When we deal with the continuous time insurance risk model, we often turn it into discrete time insurance risk model. so it's very important to research the discrete time insurance risk model.
在处理连续保险风险模型时往往使其离散化，因此讨论离散风险模型具有非常重要的意义。
In the forth chapter, we discussed discrete-time interest risk model.
第四章考虑离散型带利率风险模型。
In the forth chapter, we discussed discrete-time interest risk model.
第四章考虑离散型带利率风险模型。
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