考虑了破产时的期望,有限时间破产概率。
The expect of the time of ruin and the finite time ruin probability are also presented.
考察了有利息力风险模型的有限时间破产概率问题。
The finite time ruin probability of the risk model with constant interest force was considered.
并且推导出了关于有限时间破产概率和破产时间分布的递归方程。
Recursive equations for finite time ruin probability and distribution of ruin time are derived.
对第三类风险模型进行研究,得到了有限时间破产概率和终极时间破产概率的上界估计。
At last we obtain the supremum estimation of the finite time ruin probability and the infinite time ruin probability in the third new risk model.
本文主要研究了两类推广的离散时间风险模型的有限时间内破产的概率和最终破产概率。
In this thesis, we mainly study the ruin probabilities in finite time and the ruin probabilities in infinite time in two generalized discrete time risk models.
本文主要研究了两类推广的离散时间风险模型的有限时间内破产的概率和最终破产概率。
In this thesis, we mainly study the ruin probabilities in finite time and the ruin probabilities in infinite time in two generalized discrete time risk models.
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